A parameter estimation scheme for damped sinusoidal signals based on low-rank Hankel approximation

Most of the existing algorithms for parameter estimation of damped sinusoidal signals are based only on the low-rank approximation of prediction matrix and ignore the Hankel property of the prediction matrix. In this correspondence, we propose a modified KT (MKT) algorithm exploiting both rank-deficient and Hanker properties of the prediction matrix. Computer simulation results demonstrate that compared with the original KT algorithm and the matrix pencil algorithm, the MKT algorithm has Lower noise threshold and can estimate the parameters of signal with larger damping factors.