The spectral parameter estimation by using prefiltering and matrix pencil method

A new approach called the band-pass matrix pencil (BPMP) method for estimating the parameters of exponentially damped or undamped sinusoidal signals is developed. The signal-to-noise ratio (SNR) can be enhanced by using the prefiltering process when prior information about the approximate location and the bandwidth of the signal is available. This information can be obtained by checking the periodogram of the signal. The matrix pencil (MP) method is then applied to the filtered data to estimate frequencies and damping factors of sinusoidal signals. The prefiltering process is not trivial, therefore, the approach presented utilizes the backward process for the IIR filtering and circular convolution for the FIR filtering. Monte Carlo simulations are used to illustrate the performance of the proposed estimation procedure.<>