Matrix pencil method for estimation of parameters of vector processes

DOI10.14529/MMP170409MaRDI QIDQ4692102zbMATH OpenOpenAlexFDO

Authors

Publication date 26 October 2018

Published in Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vyuru405

zbMATH Keywords

matrix pencil methodparametric methods of signal processingsingular value decompositionsum of complex exponentialsvector processes

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• An efficient quantum algorithm for spectral estimation
• Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise

Cited in

(3)

• A structured low-rank matrix pencil for spectral estimation and system identification
• Recursive multi-channel matrix pencil method
• Estimation of parameter matrices based on measured data

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