STATISTICAL-ANALYSIS OF TLS-BASED PRONY TECHNIQUES

被引：29

作者：

STEEDLY, WM

YING, CHJ

MOSES, RL

机构：

[1] OHIO STATE UNIV, DEPT ELECT ENGN, COLUMBUS, OH 43210 USA

[2] ANALYT SCI CORP, RESTON, VA 22090 USA

来源：

AUTOMATICA | 1994年 / 30卷 / 01期

关键词：

PERTURBATION TECHNIQUES; STATISTICS; PARAMETER ESTIMATION; LEAST-SQUARES ESTIMATION;

D O I：

10.1016/0005-1098(94)90232-1

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present an analysis of parameter variance statistics for the TLS-Prony method applied to damped exponential signals. We derive the covariance matrix of the estimated parameters for this method. The parameters include the magnitudes and angles of the poles, and the magnitudes and angles of the amplitude coefficients. We verify the theoretical results using Monte-Carlo simulations studies. We also compare the variance results to the corresponding Cramer-Rao bounds for several cases.

引用

页码：115 / 129

页数：15

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