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Estimation of exponentially damped sinusoids

Estimation of exponentially damped sinusoids
Estimation of exponentially damped sinusoids

This thesis examines the problems associated with the estimation of exponentially damped sinusoids buried in Gaussian zero mean noise. Some existing methods are studied and certain modifications made to them to improve their performance. Several new techniques are developed that perform better than many methods that are currently available. In particular the research includes an eigenvector rotation method, a double eigenvector method and a maximum likelihood algorithm. The methods are examined and compared by extensive simulation studies. Theoretical results are also derived in certain cases and shown to give good agreement. Throughout this thesis more emphasis has been placed on producing high performance algorithms rather than on developing numerically efficient techniques. (DX85070)

University of Southampton
Prior-Wandesforde, Anthony Richard
Prior-Wandesforde, Anthony Richard

Prior-Wandesforde, Anthony Richard (1988) Estimation of exponentially damped sinusoids. University of Southampton, Doctoral Thesis.

Record type: Thesis (Doctoral)

Abstract

This thesis examines the problems associated with the estimation of exponentially damped sinusoids buried in Gaussian zero mean noise. Some existing methods are studied and certain modifications made to them to improve their performance. Several new techniques are developed that perform better than many methods that are currently available. In particular the research includes an eigenvector rotation method, a double eigenvector method and a maximum likelihood algorithm. The methods are examined and compared by extensive simulation studies. Theoretical results are also derived in certain cases and shown to give good agreement. Throughout this thesis more emphasis has been placed on producing high performance algorithms rather than on developing numerically efficient techniques. (DX85070)

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Published date: 1988

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Local EPrints ID: 460895
URI: http://eprints.soton.ac.uk/id/eprint/460895
PURE UUID: a3da1423-974b-42d9-bd1a-d15876235764

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Date deposited: 04 Jul 2022 18:31
Last modified: 04 Jul 2022 18:31

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Author: Anthony Richard Prior-Wandesforde

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