Comparison between the Matrix Pencil Method and the Fourier Transform Technique for High-Resolution Spectral Estimation

José Enrique Fernández Del Río, Tapan K. Sarkar

Research output: Contribution to journalArticle

27 Scopus citations

Abstract

The objective of this paper is to compare the performance of the Matrix Pencil Method, particularly the Total Forward-Backward Matrix Pencil Method, and the Fourier Transform Technique for high-resolution spectral estimation. Performance of each of the techniques, in terms of bias and variance, in the presence of noise is studied and the results are compared to those of the Cramer-Rao Bound.

Original languageEnglish (US)
Pages (from-to)108-125
Number of pages18
JournalDigital Signal Processing: A Review Journal
Volume6
Issue number2
DOIs
StatePublished - Apr 1996

ASJC Scopus subject areas

  • Signal Processing
  • Computer Vision and Pattern Recognition
  • Statistics, Probability and Uncertainty
  • Computational Theory and Mathematics
  • Electrical and Electronic Engineering
  • Artificial Intelligence
  • Applied Mathematics

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