信号极点估计的状态空间方法

The Method of Signal Poles Estimation Based on State Space Model

研究了基于状态空间模型的阻尼指数和信号参数的估计方法，建立了阻尼指数和信号的状态空间模型，并进行了计算机模拟．该方法以奇异值分解和特征分解为基础，无需对高次方程求根，可以直接从系统状态传输矩阵得到信号的极点，结果表明，计算量小，具有较好的估计性能．

A new method based on the state space modie to estimate parameters of exponential damped signals is studied; the state space model and computer simulation be ing presented It is based on singular value decomposition and eigen-value decomposition.The poles The poles can be obtained from the system state transfotmation matrices directly, and not necessarily solving for them from higher order equations. The resultsshow that the digital computation is sable and the performance is satisfactory.