Introduction - If you have any usage issues, please Google them yourself
We present a study of a matrix pencil method for esti-
mating parameters (frequencies and damping factors) of exponentially
damped and/or undamped sinusoids in noise. Comparison of this
method to a polynomial method (SVD-Prony method) shows that the
matrix pencil method and the polynomial method are two special cases
of a matrix prediction approach but the pencil method is more efficient
in computation and less restrictive about signal poles. It is found
through perturbation analysis and simulation that, for signals with un-
known damping factors, the pencil method is less sensitive to noise than
the polynomial method. In Appendix A, a new expression of the Cra-
mer-Ran bound for the exponential signals is presented.