A Parameter Estimation Scheme for Damped Sinusoidal Signals Based on Low-Rank Hankel Approximation

: 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 article, 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 and can estimate the parameters of signal with larger damping factors. SP EDICS: SP 3.1.1 and SP3.6.1 1 Introduction The problem of parameter estimation of damped sinusoidal signals in the presence of additive noise is very important in spectral analysis and many applications, such as magnetic resonance spectroscopy and radioastronomy. The difficulty of this problem stems from the fact that the damped sinusoidal signal is nonstationary and the correlation matrix can not be found. Hen..