Journal of Jilin University(Engineering and Technology Edition) ›› 2019, Vol. 49 ›› Issue (6): 2083-2088.doi: 10.13229/j.cnki.jdxbgxb20181028

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Parameter estimation of exponentially damped sinusoidsbased on state⁃space model

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

  1. 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

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

CLC Number: 

  • TN91

Fig.1

Resolution probability for attenuation factorand angular frequency"

Fig.2

RMSE for attenuation factor andangular frequency"

Fig.3

Comparison of two methods to estimationperformance"

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