A state space model for exponential damped sinusoid signals is formed, and state space method for the estimation of poles of exponentially damped sinusoid signals are proposed: the algorithm band on output equation and the algorithm bed on state equation.
建立了阻尼指數(shù)和信號(hào)的狀態(tài)空間模型，提出了噪聲中阻尼指數(shù)和信號(hào)極點(diǎn)估計(jì)的狀態(tài)空間方法：基于輸出方程和狀態(tài)方程的估計(jì)算法。
Robust estimations of the parameters in damped exponential signals are considered when the noise distribution is unknown.
給出了阻尼指數(shù)信號(hào)模型中參數(shù)的M估計(jì)和BootstrapM估計(jì);基于Prony方法給出估計(jì)的重新定義和新算法;并且在較弱的條件下證明了這些估計(jì)的相容性;最后利用Huber函數(shù)給出了兩種估計(jì)的模擬結(jié)果,結(jié)果表明這兩種估計(jì)的穩(wěn)健性和精度都比傳統(tǒng)的最小二乘估計(jì)好。