Exponential data fitting using multilinear algebra: the single-channel and multi-channel case
There is a wide variety of signal processing applications in which the data are assumed to be modelled as a sum of exponentially damped sinusoids. Many subspace‐based approaches (such as ESPRIT, matrix pencil, Prony, etc.) aim to estimate the parameters of this model. Typically, the data are arrange...
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Veröffentlicht in: | Numerical linear algebra with applications 2005-10, Vol.12 (8), p.809-826 |
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description | There is a wide variety of signal processing applications in which the data are assumed to be modelled as a sum of exponentially damped sinusoids. Many subspace‐based approaches (such as ESPRIT, matrix pencil, Prony, etc.) aim to estimate the parameters of this model. Typically, the data are arranged in Toeplitz or Hankel matrices and suitable parameter estimates are obtained via a truncated singular value decomposition (SVD) of the data matrix. It is shown that the parameter accuracy may be improved by arranging single‐channel or multi‐channel data in a higher‐order tensor and estimating the model parameters via a multilinear generalization of the SVD. The algorithm is presented and its performance is illustrated by means of simulations. Copyright © 2005 John Wiley & Sons, Ltd. |
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M.</creatorcontrib><creatorcontrib>De Lathauwer, L.</creatorcontrib><creatorcontrib>Van Huffel, S.</creatorcontrib><title>Exponential data fitting using multilinear algebra: the single-channel and multi-channel case</title><title>Numerical linear algebra with applications</title><addtitle>Numer. Linear Algebra Appl</addtitle><description>There is a wide variety of signal processing applications in which the data are assumed to be modelled as a sum of exponentially damped sinusoids. Many subspace‐based approaches (such as ESPRIT, matrix pencil, Prony, etc.) aim to estimate the parameters of this model. Typically, the data are arranged in Toeplitz or Hankel matrices and suitable parameter estimates are obtained via a truncated singular value decomposition (SVD) of the data matrix. It is shown that the parameter accuracy may be improved by arranging single‐channel or multi‐channel data in a higher‐order tensor and estimating the model parameters via a multilinear generalization of the SVD. The algorithm is presented and its performance is illustrated by means of simulations. Copyright © 2005 John Wiley & Sons, Ltd.</description><subject>exponentially damped sinusoids</subject><subject>Hankel</subject><subject>higher-order tensor</subject><subject>multilinear algebra</subject><subject>signal processing</subject><subject>SVD</subject><subject>Toeplitz</subject><issn>1070-5325</issn><issn>1099-1506</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2005</creationdate><recordtype>article</recordtype><recordid>eNp10FFLwzAQB_AgCs4pfoW--SCdadO0jW9zzCmWiTDxScI1uW7RLBtNh9u3t6WyN1_ujrsf9_An5Dqio4jS-M5ZGCWcnZBBRIUII07T027OaMhZzM_JhfdflNKUCzYgn9P9duPQNQZsoKGBoDJNY9wy2Pmurne2MdY4hDoAu8SyhvugWWHQXS2GagXOoQ3A6d4eNwo8XpKzCqzHq78-JO-P08XkKSxeZ8-TcRGqWAgWalCKxaioBh2XSVZluRBUlxrzBNMqSauS5e1SJSwDrYBTDsBVmWGciogjG5Kb_q-qN97XWMltbdZQH2REZZeKbFORbSqtvO3lj7F4-I_JeTHuddhr4xvcHzXU3zLNWMblx3wmH_JJsngRb3LBfgFV73RX</recordid><startdate>200510</startdate><enddate>200510</enddate><creator>Papy, J. M.</creator><creator>De Lathauwer, L.</creator><creator>Van Huffel, S.</creator><general>John Wiley & Sons, Ltd</general><scope>BSCLL</scope><scope>AAYXX</scope><scope>CITATION</scope></search><sort><creationdate>200510</creationdate><title>Exponential data fitting using multilinear algebra: the single-channel and multi-channel case</title><author>Papy, J. M. ; De Lathauwer, L. ; Van Huffel, S.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c2993-dacc32ec0dad2b47f78990dbde84e6f46fb38f78c437adca505aa5cb7e26915e3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2005</creationdate><topic>exponentially damped sinusoids</topic><topic>Hankel</topic><topic>higher-order tensor</topic><topic>multilinear algebra</topic><topic>signal processing</topic><topic>SVD</topic><topic>Toeplitz</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Papy, J. M.</creatorcontrib><creatorcontrib>De Lathauwer, L.</creatorcontrib><creatorcontrib>Van Huffel, S.</creatorcontrib><collection>Istex</collection><collection>CrossRef</collection><jtitle>Numerical linear algebra with applications</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Papy, J. M.</au><au>De Lathauwer, L.</au><au>Van Huffel, S.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Exponential data fitting using multilinear algebra: the single-channel and multi-channel case</atitle><jtitle>Numerical linear algebra with applications</jtitle><addtitle>Numer. Linear Algebra Appl</addtitle><date>2005-10</date><risdate>2005</risdate><volume>12</volume><issue>8</issue><spage>809</spage><epage>826</epage><pages>809-826</pages><issn>1070-5325</issn><eissn>1099-1506</eissn><abstract>There is a wide variety of signal processing applications in which the data are assumed to be modelled as a sum of exponentially damped sinusoids. Many subspace‐based approaches (such as ESPRIT, matrix pencil, Prony, etc.) aim to estimate the parameters of this model. Typically, the data are arranged in Toeplitz or Hankel matrices and suitable parameter estimates are obtained via a truncated singular value decomposition (SVD) of the data matrix. It is shown that the parameter accuracy may be improved by arranging single‐channel or multi‐channel data in a higher‐order tensor and estimating the model parameters via a multilinear generalization of the SVD. The algorithm is presented and its performance is illustrated by means of simulations. Copyright © 2005 John Wiley & Sons, Ltd.</abstract><cop>Chichester, UK</cop><pub>John Wiley & Sons, Ltd</pub><doi>10.1002/nla.453</doi><tpages>18</tpages></addata></record> |
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subjects | exponentially damped sinusoids Hankel higher-order tensor multilinear algebra signal processing SVD Toeplitz |
title | Exponential data fitting using multilinear algebra: the single-channel and multi-channel case |
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