Details

Autor(en) / Beteiligte

• Djermoune, El-Hadi
• Thomassin, Magalie
• Tomczak, Marc

Titel

First-order analysis of the mode and amplitude estimates of a damped sinusoid using Matrix Pencil

Ist Teil von

• 2009 17th European Signal Processing Conference, 2009, p.1017-1021

Ort / Verlag

IEEE

Erscheinungsjahr

2009

Quelle

IEEE Electronic Library Online

Beschreibungen/Notizen

• This article presents a statistical analysis of the Matrix Pencil method for estimating the mode and the amplitude of a single damped complex exponential. This study is based on a perturbation analysis of the mode and the amplitude, assuming a high signal-to-noise ratio. Closed-form expressions of the mean and variance of these perturbations are derived. It is shown that the estimates are unbiased and that the estimator can be tuned in order to obtain a minimal variance. The theoretical results are verified using Monte Carlo simulations.