MATRIX PENCIL METHOD AND ITS PERFORMANCE.

Yingbo Hua, Tapan Kumar Sarkar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

53 Scopus citations

Abstract

A novel method called matrix pencil method for estimating poles or frequencies from exponentially damped or undamped sinusoidal sequences is presented as an alternative to either the ESPRIT or pencil-of-functions method. A singular generalized eigenvalue problem in this method is solved in several different ways. First-order perturbation analysis reveals many fundamental perturbation properties of the new method. It is found consistently from both theoretical and simulation results that it performs better than the high-performance polynomial method of R. Kumaresan and D. W. Tufts (1982).

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
PublisherIEEE Computer Society
Pages2476-2479
Number of pages4
StatePublished - 1988

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering
  • Acoustics and Ultrasonics

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    Hua, Y., & Sarkar, T. K. (1988). MATRIX PENCIL METHOD AND ITS PERFORMANCE. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (pp. 2476-2479). IEEE Computer Society.