39 - Bandpass filtering for the htls estimation algorithm: Design, evaluation and svd analysis

Abstract

The research on the parameter estimation of a sum of K exponentially damped sinusoids has led to the development of many estimation algorithms. In some applications, however, it is desired to prefilter the input data in order to reduce the noise and enhance the parameters of interest. This chapter presents a prefiltering technique in which a filter matrix is multiplied with the original data matrix prior to applying a subspace and singular value decomposition (SVD)-based method. Two filter matrices are proposed, respectively, for the finite impulsive response (FIR) and infinite impulsive response (IIR) prefiltering. A theoretical analysis on a special case of two exponentially damped sinusoids is given, which reveals the relationship between the singular values/vectors of the prefiltered and original data matrices.