基于状态空间模型的指数衰减正弦信号参数估计

doi:10.13229/j.cnki.jdxbgxb20181028

吉林大学学报(工学版) ›› 2019, Vol. 49 ›› Issue (6): 2083-2088.doi: 10.13229/j.cnki.jdxbgxb20181028

基于状态空间模型的指数衰减正弦信号参数估计

于晓辉¹(),张志成²,李新波¹,孙晓东¹()

1. 吉林大学通信工程学院, 长春 130022
2. 北京邮电大学自动化学院, 北京 100876

收稿日期:2018-10-15 出版日期:2019-11-01 发布日期:2019-11-08
通讯作者: 孙晓东 E-mail:yuxiaohui@jlu.edu.cn;sunxd@jlu.edu.cn
作者简介:于晓辉(1978-），女，讲师，博士. 研究方向：弱信号检测与现代信号处理. E-mail:yuxiaohui@jlu.edu.cn
基金资助:
国家自然科学基金项目(51475198);吉林省自然科学基金项目(20170101207JC)

Parameter estimation of exponentially damped sinusoidsbased on state⁃space model

Xiao-hui YU¹(),Zhi-cheng ZHANG²,Xin-bo LI¹,Xiao-dong SUN¹()

1. College of Communication Engineering, Jilin University, Changchun 130022, China
2. School of Automation, Beijing University of Posts and Telecommunications, Beijing 100876, China

Received:2018-10-15 Online:2019-11-01 Published:2019-11-08
Contact: Xiao-dong SUN E-mail:yuxiaohui@jlu.edu.cn;sunxd@jlu.edu.cn

摘要/Abstract

摘要：

针对多分量指数衰减正弦信号的衰减因子和频率估计问题，提出了一种基于状态空间模型的参数估计算法。首先，建立一个状态空间模型，将待估计的衰减因子和频率信息包含进状态空间模型的系统矩阵当中。然后，对状态空间模型进行求解，得到广义可观测矩阵的估计值。最后，由广义可观测矩阵得到系统矩阵的估计值，进而得到衰减因子和频率的估计。该算法计算量较小，参数可以自动配对。仿真结果表明：本文算法在低信噪比下的估计性能优于ESPRIT方法。

关键词: 信息处理技术, 指数衰减正弦, 状态空间模型, 衰减因子估计, 频率估计

Abstract:

A state-space model method was proposed for the joint estimation of attenuation factor and frequency of multi-component exponentially damped sinusoids. Firstly, a state-space model which includes the system matrix was established, and the system matrix was comprised of the information of estimated attenuation factor and frequency. Secondly, by solving the state-space model equation, the estimated value of generalized observable matrix was derived. Finally, based on the generalized observable matrix, the estimated values of the system matrix were obtained, which were further used to estimate the attenuation factor and frequency. The algorithm has the advantages of low computation complexity and automatic matching in parameters. The simulations show that the state-space model algorithm is superior to ESPRIT algorithm in low SNR.

Key words: information processing technology, exponentially damped sinusoids, state-space model, attenuation factor estimation, frequency estimation

中图分类号:

TN91

于晓辉,张志成,李新波,孙晓东. 基于状态空间模型的指数衰减正弦信号参数估计[J]. 吉林大学学报(工学版), 2019, 49(6): 2083-2088.

Xiao-hui YU,Zhi-cheng ZHANG,Xin-bo LI,Xiao-dong SUN. Parameter estimation of exponentially damped sinusoidsbased on state⁃space model[J]. Journal of Jilin University(Engineering and Technology Edition), 2019, 49(6): 2083-2088.

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基于状态空间模型的指数衰减正弦信号参数估计

Parameter estimation of exponentially damped sinusoidsbased on state⁃space model

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