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Accurate estimation of common sinusoidal parameters in multiple channels

机译:准确估计多个通道中的常见正弦参数

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摘要

Parameter estimation for exponentially damped complex sinusoids in the presence of white noise using multiple channel measurements is addressed. More precisely, we are interested in the damping factor and frequency parameters which are common among all channels. By exploiting linear prediction and weighted least squares technique, an iterative algorithm is devised to extract the common dynamics of the cisoids. Statistical analysis of the proposed method is studied and confirmed by computer simulations. Moreover, it is shown that the developed estimator attains optimum estimation accuracy and is superior to a conventional subspace-based algorithm when the signal-to-noise ratio is sufficiently high.
机译:解决了使用多通道测量在存在白噪声的情况下对指数阻尼的复杂正弦波进行参数估计的问题。更准确地说,我们对所有通道中通用的阻尼系数和频率参数感兴趣。通过利用线性预测和加权最小二乘技术,设计了一种迭代算法来提取类固醇的共同动力学。对该方法的统计分析进行了研究,并通过计算机仿真得到了证实。此外,示出了当信噪比足够高时,所开发的估计器获得最佳估计精度并且优于传统的基于子空间的算法。

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