Title

A low rank weighted matrix approximation method for robust estimation of sinusoid parameters

Document Type

Conference Proceeding

Date of Original Version

1-1-1992

Abstract

In this paper, we extend and improve upon techniques based on linear prediction (LP) and the singular value decomposition (SVD) for the robust estimation of the parameters of closely spaced exponentially damped sinusoidal signals in additive noise. We use an iterative method of fitting lower rank least squares approximations subject to a general choice of weights. The method is applied to data sequences consisting of one and two signals wit.h impulsive noise or with missing data samples.

Publication Title

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

Volume

5

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