Accurate estimation of common sinusoidal parameters in multiple channels

Parameter estimation for exponentially damped complex sinusoids in the presence of white noise using multiple channel measurements is addressed. More precisely, we are interested in the damping factor and frequency parameters which are common among all channels. By exploiting linear prediction and weighted least squares technique, an iterative algorithm is devised to extract the common dynamics of the cisoids. Statistical analysis of the proposed method is studied and confirmed by computer simulations. Moreover, it is shown that the developed estimator attains optimum estimation accuracy and is superior to a conventional subspace-based algorithm when the signal-to-noise ratio is sufficiently high.

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