噪声信号极点估计的一般方法

A General Method for Estimation Poles of Signals with Noise

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．证明了矩阵预测方法等价于状态空间方法的算法二，从而使Ｐｒｏｎｙ方法、Ｋ－Ｔ（ＳＶＤ－Ｐｒｏｎｙ）方法、矩阵束方法以及矩阵预测方法在状态空间意义之下得到统一．

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. It is proved that the matrix prediction method is equivalent to the second algorithm of the state spaCe method, then the Prony method, the K-T method, themaal pened method and the matrix prediction method are unified within the framework of the state space method.