New pole-by-pole model fitting approach for signal parameter estimation

Document Type

Conference Proceeding

Date of Original Version



Methods to estimate the parameters of a noisy signal are discussed. The signal typically consists of a large number of signal components. The signal components are assumed to be decaying exponentials. It is found that the standard iterative methods which attempt to fit a signal model are unsatisfactory. An iterative pole-by-pole method is proposed in which one signal component is updated in each iteration. This method is a promising method for system identification. It allows the incorporation of prior information which is useful in accelerating convergence, and produces reasonable results when the model order is high.

Publication Title

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



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