Method for Estimating Parameters of bxponentially DampedKJndamped Sinusoids in Noise

Absfracf-We present a study of a matrix pencil method for estimating parameters (frequencies and damping factors) of exponentially damped and/or undamped sinusoids in noise. Comparison of this method to a polynomial method (SVD-Prony method) shows that the matrix pencil method and the polynomial method are two special cases of a matrix prediction approach but the pencil method i s more efficient in computation and less restrictive about signal poles. I t is found through perturbation analysis and simulation that, for signals with unknown damping factors, the pencil method i s less sensitive to noise than the polynomial method. I n Appendix A, a new expression of the Cramer-Ran bound for the exponential signals i s presented.