A state space model for exponential damped sinusoid signals is formed, and state space method for the estimation of poles of exponentially damped sinusoid signals are proposed: the algorithm band on output equation and the algorithm bed on state equation.
建立了阻尼指数和信号的状态空间模型,提出了噪声中阻尼指数和信号极点估计的状态空间方法:基于输出方程和状态方程的估计算法。
Robust estimations of the parameters in damped exponential signals are considered when the noise distribution is unknown.
给出了阻尼指数信号模型中参数的M估计和BootstrapM估计;基于Prony方法给出估计的重新定义和新算法;并且在较弱的条件下证明了这些估计的相容性;最后利用Huber函数给出了两种估计的模拟结果,结果表明这两种估计的稳健性和精度都比传统的最小二乘估计好。
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