On the Parameter Estimation of Exponentially Damped Signal in the Noisy Circumstance

Yongmei LI  Kazunori SUGAHARA  Tomoyuki OSAKI  Ryosuke KONISHI  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E86-A    No.3    pp.667-677
Publication Date: 2003/03/01
Online ISSN: 
DOI: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
Keyword: 
parameter estimation,  forward-prediction,  backward-prediction,  exponentially damped signal,  

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Summary: 
It is well known that KT method proposed by R. Kumaresan and D. W. Tufts is used as a popular parameter estimation method of exponentially damped signal. It is based on linear backward-prediction method and singular value decomposition (SVD). However, it is difficult to estimate parameters correctly by KT method in the case when high noise exists in the signal. In this paper, we propose a parameter (frequency components and damping factors) estimation method to improve the performance of KT method under high noise. In our proposed method, we find the signal zero groups by calculating zeros with different data record lengths according to the combination of forward-prediction and backward-prediction, the mean value of the zeros in the signal zero groups are calculated to estimate the parameters of the signal. The proposed method can estimate parameters correctly and accurately even when high noise exists in the signal. Simulation results are shown to confirm the effectiveness of the proposed method.