High-order Yule-Walker estimation of the parameters of exponentially damped cisoids in noise

@article{Hndel1993HighorderYE,
  title={High-order Yule-Walker estimation of the parameters of exponentially damped cisoids in noise},
  author={Peter H{\"a}ndel},
  journal={Signal Processing},
  year={1993},
  volume={32},
  pages={315-328}
}
A~tract. An approach for the estimation of the frequencies and damping factors of exponentially damped cisoids (complex sinusoids) is presented. The method may be seen as an extension of the method of backward linear prediction and singular value decomposition of Kumaresan and Tufts to the second-order statistics domain. The proposed estimator is… CONTINUE READING