Utilization of Bandpass Filtering for the Matrix Pencil Method

This correspondence describes an algorithm named the bandpass matrix pencil (BPMP) method for estimating the parameters of an exponential data sequence. The matrix pencil (MP) method, along with a filtering technique, is used to estimate the complex exponentials of the signal. However, due to special requirements to the filtered data by the MP method, the prefiltering process is not trivial. The approach presented here utilizes the backward process for the HR filtering and the circular convolution for the FIR filtering, respectively. Monte Carlo simulations are presented to illustrate the performance of the proposed filtering schemes.