On fitting exponentially damped sinusoids

Barry G. Quinn*

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionpeer-review

    2 Citations (Scopus)

    Abstract

    There is an enormous literature associated with the estimation of the parameters of a sinusoid in additive noise. While there has been less work devoted to the estimation of the parameters of noisy sinusoids with exponentially damped amplitudes, the two problems have equally long histories, with a common solution proposed by Prony in 1795 [1]. Most of the modern approaches to the problem involve the use of sample autocovariances. In this paper, we review the nonlinear regression based approaches, and describe and analyse a 'frequency-domain' approach that is inherently much more accurate than the covariance-based approach, but which is also computationally efficient, extending the work of Aboutanios [2].

    Original languageEnglish
    Title of host publication2014 IEEE Workshop on Statistical Signal Processing, SSP 2014
    Place of PublicationPiscataway, NJ
    PublisherInstitute of Electrical and Electronics Engineers (IEEE)
    Pages201-204
    Number of pages4
    ISBN (Print)9781479949755
    DOIs
    Publication statusPublished - 2014
    Event2014 IEEE Workshop on Statistical Signal Processing, SSP 2014 - Gold Coast, QLD, Australia
    Duration: 29 Jun 20142 Jul 2014

    Other

    Other2014 IEEE Workshop on Statistical Signal Processing, SSP 2014
    CountryAustralia
    CityGold Coast, QLD
    Period29/06/142/07/14

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