Title

STATISTICAL PERFORMANCE OF STATE-VARIABLE BALANCING AND PRONY'S METHOD IN PARAMETER ESTIMATION.

Document Type

Conference Proceeding

Date of Original Version

1-1-1987

Abstract

A statistical analysis of the state-variable balancing and Prony methods for estimating the parameters of exponential signals in the presence of additive noise is presented. The case of frequency estimation for a single sinusoid is carried out in detail. Analytical expressions for the variances of the frequency estimates at high signal-to-noise ratios are derived. The calculated variances are compared to the Cramer-Rao bound. The results are validated by simulations over a wide range of signal-to-noise ratios. The analysis and simulations show that the state-variable balancing method can provide slightly more accurate frequency estimates while avoiding the problem of selecting the signal zeros of the Prony polynomial.

Publication Title

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

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