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.
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Yongmei LI, Kazunori SUGAHARA, Tomoyuki OSAKI, Ryosuke KONISHI, "On the Parameter Estimation of Exponentially Damped Signal in the Noisy Circumstance" in IEICE TRANSACTIONS on Fundamentals,
vol. E86-A, no. 3, pp. 667-677, March 2003, doi: .
Abstract: 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.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e86-a_3_667/_p
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@ARTICLE{e86-a_3_667,
author={Yongmei LI, Kazunori SUGAHARA, Tomoyuki OSAKI, Ryosuke KONISHI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={On the Parameter Estimation of Exponentially Damped Signal in the Noisy Circumstance},
year={2003},
volume={E86-A},
number={3},
pages={667-677},
abstract={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.},
keywords={},
doi={},
ISSN={},
month={March},}
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TY - JOUR
TI - On the Parameter Estimation of Exponentially Damped Signal in the Noisy Circumstance
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 667
EP - 677
AU - Yongmei LI
AU - Kazunori SUGAHARA
AU - Tomoyuki OSAKI
AU - Ryosuke KONISHI
PY - 2003
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E86-A
IS - 3
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - March 2003
AB - 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.
ER -