High-order Yule--Walker estimation of the parameters of exponentially damped cisoids in noise

DOI10.1016/0165-1684(93)90004-TzbMATH Open0781.93084OpenAlexW2056497684MaRDI QIDQ687340FDOQ687340

Authors: Peter Händel 

Publication date: 3 November 1993

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(93)90004-t

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zbMATH Keywords

damping factorsexponentially damped cisoids

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Cited In (7)

• High-order Yule-Walker equations for estimating sinusoidal frequencies: The complete set of solutions
• Comments on ``A linear prediction method for parameter estimation of damped sinusoids
• Asymptotic properties of the high-order Yule-Walker estimates of sinusoidal frequencies
• Decimative subspace-based parameter estimation techniques
• Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation
• On the noise-compensated Yule-Walker equations
• A `constrained third-order mean'-type estimator to calculate the parameters of exponentially damped sinusoids using third-order statistics

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