| 噪声信号极点估计的一般方法 |
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| 引用本文： | 姜文利,唐白玉.噪声信号极点估计的一般方法[J].北京理工大学学报,1996,16(6):643-648. |
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| 作者姓名： | 姜文利 唐白玉 |
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| 作者单位： | 北京理工大学电子工程系 |
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| 摘 要： | 建立了阻尼指数和信号的状态空间模型，提出了噪声中阻尼指数和信号极点估计的状态空间方法；基于输出方程和状态方程的估计算法，证明了矩阵预测方法等价于状态空间方法的算法二，从而使Ｐｒｏｎｙ方法，Ｋ－Ｔ方法，矩阵束方法以及矩阵预测方法在状态空间意义之下得到统一。
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| 关 键 词： | 阻尼指数 信号 状态空间 噪声 极点估计 |
A General Method for Estimation Poles of Signals with Noise |
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| Jiang Wenli,Tang Baiyu,Ke Youan.A General Method for Estimation Poles of Signals with Noise[J].Journal of Beijing Institute of Technology(Natural Science Edition),1996,16(6):643-648. |
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| Authors: | Jiang Wenli Tang Baiyu Ke Youan |
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| Abstract: | A state space model for exponential damped sinusoid signals is formed, and state space method for the estimation of poles of exponentially damped sinusoid signals are proposed: the algorithm band on output equation and the algorithm bed on state equation. It is proved that the matrix prediction method is equivalent to the second algorithm of the state spaCe method, then the Prony method, the K-T method, themaal pened method and the matrix prediction method are unified within the framework of the state space method. |
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| Keywords: | exponential damped sinusoid state space parameter estimation singular value decomposition eigen-value decomposition |
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