Improved matrix pencil methods

@article{Lu1998ImprovedMP,
  title={Improved matrix pencil methods},
  author={Biao Lu and Dong Wei and Blanche W. Evans and Alan Conard Bovik},
  journal={Conference Record of Thirty-Second Asilomar Conference on Signals, Systems and Computers (Cat. No.98CH36284)},
  year={1998},
  volume={2},
  pages={1433-1437 vol.2}
}
We study the problem of estimating signal parameters from a noisy data sequence containing superimposed damped sinusoids. We propose three novel methods by combining the reduced-rank Hankel approximation and the matrix pencil method. We demonstrate that two of the proposed methods significantly outperform both the original matrix pencil method and the modified Kumaresan-Tufts (1982) method, especially at low signal-to-noise ratio. 

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