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Frequency Estimatio...
Frequency Estimation Based on Hankel Matrices and the Alternating Direction Method of Multipliers
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- Andersson, Fredrik (författare)
- Lund University,Lunds universitet,Matematik LTH,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematics (Faculty of Engineering),Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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- Carlsson, Marcus (författare)
- Lund University,Lunds universitet,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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Tourneret, Jean-Yves (författare)
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Wendt, Herwig (författare)
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(creator_code:org_t)
- 2013
- 2013
- Engelska.
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Ingår i: 2013 Proceedings of the 21st European Signal Processing Conference (Eusipco).
- Relaterad länk:
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Abstract
Ämnesord
Stäng
- We develop a parametric high-resolution method for the estimation of the frequency nodes of linear combinations of complex exponentials with exponential damping. We use Kronecker's theorem to formulate the associated nonlinear least squares problem as an optimization problem in the space of vectors generating Hankel matrices of fixed rank. Approximate solutions to this problem are obtained by using the alternating direction method of multipliers. Finally, we extract the frequency estimates from the con-eigenvectors of the solution Hankel matrix. The resulting algorithm is simple, easy to implement and can be applied to data with equally spaced samples with approximation weights, which for instance allows cases of missing data samples. By means of numerical simulations, we analyze and illustrate the excellent performance of the method, attaining the Cramer-Rao bound.
Ämnesord
- NATURVETENSKAP -- Data- och informationsvetenskap -- Datorseende och robotik (hsv//swe)
- NATURAL SCIENCES -- Computer and Information Sciences -- Computer Vision and Robotics (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- frequency estimation
- nonlinear least squares
- Hankel matrices
- Kronecker's theorem
- missing data
- alternating direction method of
- multipliers
Publikations- och innehållstyp
- kon (ämneskategori)
- ref (ämneskategori)