Frequency Estimation Based on Hankel Matrices and the Alternating Direction Method of Multipliers
Författare
Summary, in English
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.
Avdelning/ar
Publiceringsår
2013
Språk
Engelska
Publikation/Tidskrift/Serie
2013 Proceedings of the 21st European Signal Processing Conference (Eusipco)
Länkar
Dokumenttyp
Konferensbidrag
Förlag
IEEE - Institute of Electrical and Electronics Engineers Inc.
Ämne
- Computer Vision and Robotics (Autonomous Systems)
- Mathematics
Nyckelord
- frequency estimation
- nonlinear least squares
- Hankel matrices
- Kronecker's theorem
- missing data
- alternating direction method of
- multipliers
Conference name
21st European Signal Processing Conference (EUSIPCO 2013)
Conference date
2013-09-09 - 2013-09-13
Conference place
Marrakech, Morocco
Aktiv
Published