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Parameter estimation for exponential sums by approximate Prony method

delete2010-05-01
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D
Daniel Potts *
M
Manfred Tasche
DOI:10.1016/j.sigpro.2009.11.012delete
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摘要

摘要

En 中文
The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem: Let f be a real-valued sum of complex exponentials. Determine all parameters off, i.e., all different frequencies, all coefficients, and the number of exponentials from finitely many equispaced sampled data off. This is a nonlinear inverse problem. In this paper, we present new results on an approximate Prony method (APM) which is based on [1]. In contrast to [1], we apply matrix perturbation theory such that we can describe the properties and the numerical behavior of the APM in detail. The number of sampled data acts as regularization parameter. The first part of APM estimates the frequencies and the second part solves an overdetermined linear Vandermonde-type system in a stable way. We compare the first part of APM also with the known ESPRIT method. The second part is related to the nonequispaced fast Fourier transform (NFFT). Numerical experiments show the performance of our method. (C) 2009 Elsevier B.V. All rights reserved.
Keyword:
Spectral analysis problem
Parameter estimation
Exponential sum
Nonequispaced fast Fourier transform
Digital signal processing
Approximate Prony method
Matrix perturbation theory
Perturbed Hankel matrix
Vandermonde-type matrix
ESPRIT method
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期刊

Signal Processing 封面图
Signal Processing
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3.6
论文数:
9.9K
被引数:
1.7W

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University of Rostock
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被引数: 11
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Technische Universitat Chemnitz
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