Boundary Control Approach to the Spectral Estimation Problem: The Case of Simple Poles.

Avdonin, Sergei; Bulanova, Anna; Nicolsky, Dmitry

A new approach to the spectral estimation problem is proposed. Our approach is based on the Boundary Control method. We show that the problem of decomposition of a signal modeled by a linear combination of exponentials can be reduced to an identification problem for a discrete time linear dynamical system. It follows that values of exponentials can be found solving a generalized eigenvalue problem as in Matrix Pencil method. We also give exact formulas for the amplitudes and consider the case of nonuniform sampling. The companion paper focuses on the case of polynomial amplitudes.

ESTIMATION theory; MATRIX pencils; MATHEMATICAL decomposition; MATHEMATICAL models; AMPLITUDE modulation

Sampling Theory in Signal & Image Processing, 2009, Vol 8, Issue 3, p225

1530-6429

Academic Journal

10.1007/bf03549517