A STATE-SPACE METHOD FOR ESTIMATING FREQUENCIES AND DAMPINGS

被引：1
|
作者：
KAHN, M
机构：
[1] Supercomputer Facility, Australian National University, Canberra, ACT
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1993年 / 48卷 / 1-2期
关键词：
EXPONENTIAL FITTING; SINGULAR VALUE DECOMPOSITION; SPECTRAL ESTIMATION; STATE SPACE;
D O I：
10.1080/00949659308811543
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The problem is to estimate the parameters of a model expressed as a sum of damped complex exponentials from a set of noisy data collected at equal time intervals. The Hankel Singular Value Decemposition (HSVD) algorithm can be derived using linear state-space theory and is shown to display superior numerical accuracy compared with variants of Prony's method. Some reasons for this improved performance are given as well as some discussion on the effects of the dimensions chosen for the initial data matrix and the choice of the factors of the singular value decomposition of the data matrix.
引用
收藏
页码：101 / 116
页数：16
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