NDLI: Parameter estimation of exponentially damped sinusoids using a higher order correlation-based approach

Content Provider	IEEE Xplore Digital Library
Author	Ruiz, D.P. Carrion, M.C. Gallego, A. Medouri, A.
Copyright Year	1991
Abstract	A very common problem in signal processing is parameter estimation of exponentially damped sinusoids from a finite subset of noisy observations. When the signal is contaminated with colored noise of unknown power spectral density, a cumulant-based approach provides an appropriate solution to this problem. We propose a new class of estimator, namely, a covariance-type estimator, which reduces the deterministic errors associated with imperfect estimation of higher order correlations from finite-data length. This estimator allows a higher order correlation sequence to be modeled as a damped exponential model in certain slices of the moments plane. This result shows a useful link with well-known linear-prediction-based methods, such as the minimum-norm principal-eigenvector method of Kumaresan and Tufts (1982), which can be subsequently applied to extracting frequencies and damping coefficients from the 1-D correlation sequence. This paper discusses the slices allowed in the moments plane, the uses and limitations of this estimator using multiple realizations, and a single record in a noisy environment. Monte Carlo simulations applied to standard examples are also performed, and the results are compared with the KT method and the standard biased-estimator-based approach. The comparison shows the effectiveness of the proposed estimator in terms of bias and mean-square error when the signals are contaminated with additive Gaussian noise and a single data record with short data length is available.
Sponsorship	IEEE Signal Processing Society
Starting Page	2665
Ending Page	2677
Page Count	13
File Size	1428218
File Format	PDF
ISSN	1053587X
Volume Number	43
Issue Number	11
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1995-11-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Parameter estimation Gaussian noise Signal to noise ratio Colored noise Frequency Additive noise Maximum likelihood estimation Matrix decomposition Signal processing Damping
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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