摘要
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.
出处
《北京理工大学学报》
EI
CAS
CSCD
1996年第6期643-648,共6页
Transactions of Beijing Institute of Technology
基金
高等学校博士学科点基金
国防预研基金
关键词
阻尼指数
信号
状态空间
噪声
极点估计
exponential damped sinusoid
state space
parameter estimation
singular value decomposition
eigen-value decomposition