Sensitivity analysis of state space methods in spectrum estimation

24 March 2005

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

Vol. 12, 1517-1520
https://doi.org/10.1109/icassp.1987.1169488

Abstract

In this paper, we examine the issue of parameter sensitivity in spectrum estimation. In particular, state space models are considered and robust coordinate systems for spectrum estimation are identified. For the sinusoid problem it is shown that the ideal parameter set involves estimating a unitary matrix and simple procedures to estimate such a matrix are identified. For the damped sinusoid and the general ARMA spectrum estimation problem it is shown that the balanced coordinates are robust and reliable.

Keywords

SENSITIVITY ANALYSIS
STATE-SPACE METHODS
SPECTRAL ANALYSIS
ROBUSTNESS
PARAMETER ESTIMATION
EIGENVALUES AND EIGENFUNCTIONS
FREQUENCY ESTIMATION
STATE ESTIMATION
GOLD
EQUATIONS

This publication has 1 reference indexed in Scilit:

Synthesis of minimum roundoff noise fixed point digital filters
IEEE Transactions on Circuits and Systems, 1976