Matrix pencil method for estimation of parameters of vector processes
Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 10 (2017) no. 4, pp. 92-104
Voir la notice de l'article provenant de la source Math-Net.Ru
The paper considers one of the
modern parametric methods of signal processing — the matrix
pencil method (MPM). The method makes it possible to effectively
estimate signal parameters from its samples which is the sum of
complex exponentials. The number of exponentials is not assumed to
be known in advance and can also be estimated using a singular
value decomposition of a matrix constructed from the signal
samples. The object of this work is a vector process — a set of
signals having the same frequencies and damping factors (i.e., the
same poles of the signal), but different complex amplitudes. Such
signals occur, for example, when considering a phased array
antenna, when it is necessary to evaluate the parameters of a
signal generated by the same sources but coming from many antenna
elements with their amplitudes and phases. A similar problem
arises in the evaluation of signals parameters from two
spatially-distributed motion sensors of a Coriolis flowmeter. When
processing several signals with classical MPM, we obtain several
different sets of poles of these signals, which then, for example,
need to be averaged to obtain the desired values of the poles
assumed to be the same for all signals. The proposed modification
of the MPM works with the entire set of signals at once, giving
one set of signal poles, and at the same time it proves to be more
effective both in terms of speed and in the accuracy of
determining the signal parameters. The algorithms of the classical
MPM and its modifications for the vector process are presented,
as well as numerical experiments with
model and real signals taken from one of the commercially available Coriolis flowmeters Du15. Experiments show that the proposed algorithm yields more accurate results in a shorter (approximately 1,5 times) time than the classical MPM.
Keywords:
matrix pencil method; parametric methods of
signal processing; sum of complex exponentials; singular value
decomposition; vector processes.
@article{VYURU_2017_10_4_a8,
author = {M. P. Henry and O. L. Ibryaeva and D. D. Salov and A. S. Semenov},
title = {Matrix pencil method for estimation of parameters of vector processes},
journal = {Vestnik \^U\v{z}no-Uralʹskogo gosudarstvennogo universiteta. Seri\^a, Matemati\v{c}eskoe modelirovanie i programmirovanie},
pages = {92--104},
publisher = {mathdoc},
volume = {10},
number = {4},
year = {2017},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VYURU_2017_10_4_a8/}
}
TY - JOUR AU - M. P. Henry AU - O. L. Ibryaeva AU - D. D. Salov AU - A. S. Semenov TI - Matrix pencil method for estimation of parameters of vector processes JO - Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie PY - 2017 SP - 92 EP - 104 VL - 10 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VYURU_2017_10_4_a8/ LA - ru ID - VYURU_2017_10_4_a8 ER -
%0 Journal Article %A M. P. Henry %A O. L. Ibryaeva %A D. D. Salov %A A. S. Semenov %T Matrix pencil method for estimation of parameters of vector processes %J Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie %D 2017 %P 92-104 %V 10 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/VYURU_2017_10_4_a8/ %G ru %F VYURU_2017_10_4_a8
M. P. Henry; O. L. Ibryaeva; D. D. Salov; A. S. Semenov. Matrix pencil method for estimation of parameters of vector processes. Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 10 (2017) no. 4, pp. 92-104. http://geodesic.mathdoc.fr/item/VYURU_2017_10_4_a8/