基于子空间迭代的Prony模型参数估计.pdf

6 Vol. 36 No. 6 2008 6 ACTA ELECTRONICA SINICA Jun 2008 Prony 1 2 谢维波, 王永初 ( 1. , 362021; 2. , 362021) : Prony , Prony ( ISNLSE) . , , ; , . , , ESPRIT . : ; ; Prony : TN957 : A : ( 2008) Iterative Subspace Method for Parameter Estimation of Prony Model 1 2 XIE W ibo , WANG Yongchu ( 1. Dep artment of Comp uter Science, Huaqiao University , Quanzhou, Fuj ian 362021, China; 2. Colle es of Mechanics and A utomation, Huaqiao University , Quanzhou, Fuj ian 362021, China) Abstract: An it rativ subspac m thod for param t rs stimation of Prony mod l ( sup rimpos d xpon ntial signals in nois ) in th s ns of nonlin ar l astsquar s is pr s nt d. With condition m ting in th optimization is both n c ssary and suffi ci nt, such that th solution is sol and globally optimal. Th optimal condition is int rpr t d in th g om tric languag of abstract v ctor spac s. In th foundation, a fully ff ctiv it rativ algorithm is acquir d. Thus, both th und rstanding for th solution is d p n d and th conv rg nc prop rty and ff ctiv n ss is gr atly improv d. Finally, th proc dur is illustrat d with a simpl x ampl , and th r sult compar d with on ! s of ProESPRIT m thod. Key words: nonlin ar l astsquar s stimation; it rativ subspac ; Prony mod l , Q . 1 f (k) , A Z k