On Modelorder Determination Of Complex Exponential Signals

. We present an algorithm for model order determination and corresponding maximum likelihood parameter estimation for complex exponential signal modeling. The algorithm exploits initial nonparametric frequency location estimates to significantly reduce the search space for the correct model order and parameter estimates. An FFT is used to obtain initial frequency region estimates. An initial overdetermined model order and initial frequency estimates are obtained using the CRB resolution limit and the FFT peaks. After iterative minimization, a post-processing step eliminates the extraneous sinusoidal modes using CRB resolution limits and statistical detection tests. Because the algorithm searches on only a limited set of model orders and parameter regions, it is computationally tractable even for large data lengths and model orders. Simulations are provided to illustrate the performance of the proposed algorithm. Key Words. Model Order Determination, Exponential Modeling, Detection 1. ..