1997
DOI: 10.1109/78.554314
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A parameter estimation scheme for damped sinusoidal signals based on low-rank Hankel approximation

Abstract: Most of the existing algorithms for parameter estimation of damped sinusoidal signals are based only on the low-rank approximation of prediction matrix and ignore the Hankel property of the prediction matrix. In this correspondence, we propose a modified KT (MKT) algorithm exploiting both rank-deficient and Hankel properties of the prediction matrix. Computer simulation results demonstrate that compared with the original KT algorithm and the matrix pencil algorithm, the MKT algorithm has lower noise threshold … Show more

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Cited by 60 publications
(7 citation statements)
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“…For damped signals, Prony's method can be used but is known to give inconsistent estimates [4], to be numerically unstable and to show poor performance if noise is present. Damped MUSIC (DMUSIC [5,6]), which is an extension of MUSIC also applicable for damped noisy signals, will be used in the following. Since this method does not seem to belong to common knowledge, its basic idea is briefly presented here.…”
Section: Dmusicmentioning
confidence: 99%
See 1 more Smart Citation
“…For damped signals, Prony's method can be used but is known to give inconsistent estimates [4], to be numerically unstable and to show poor performance if noise is present. Damped MUSIC (DMUSIC [5,6]), which is an extension of MUSIC also applicable for damped noisy signals, will be used in the following. Since this method does not seem to belong to common knowledge, its basic idea is briefly presented here.…”
Section: Dmusicmentioning
confidence: 99%
“…It is interesting to note that the DMUSIC algorithm can also be interpreted as a method to provide a rank-K matrix approximation of the prediction matrix A which preserves its Hankel matrix structure [5].…”
Section: Dmusicmentioning
confidence: 99%
“…pellet [48] and Tespel injection [49] or sawtooth-like plasma crashes due to externally driven plasma currents [40]) and in case of partly weak Alfvénic broadband fluctuation activity, the simple FFT analysis often remains insufficient in terms of frequency resolution versus time range length [50]. Therefore in addition the advanced parametric DMusic algorithm (Damped Multiple signal classification [51][52][53]) is used for calculating spectrograms. Features of interest, which are barely visible in standard FFT spectrograms, can become much more clearly pronounced, whereas in the corresponding context other less important features may fade or even vanish.…”
Section: Data Analysis Techniquesmentioning
confidence: 99%
“…Besides, the Hankel matrix constructed by the ideal signal without noise has the rank-deficient attribute. The observation matrix reconstructed by SVD in the traditional MP algorithm only has the rank-deficient attribute but lacks the Hankel structure, which means the observation matrix is biased and may cause a significant error in the estimation of modal parameters [9].…”
Section: Introductionmentioning
confidence: 99%