Modification of the matrix pencil method using a combined evaluation of signal poles and their inverses

Abstract

The Prony-like parametric method of signal processing, namely the Matrix Pencil Method, is considered in the paper. The method is able to find frequencies, damping factors, phases and amplitudes of a sinusoids sum. A modification of the method using a combined evaluation of signal poles and their inverses is proposed. This modification is able to solve the problem of true/false poles separation. Algorithms of the modified and classical Matrix Pencil Methods are given and compared on the example of signal detection in noise. It is shown that the classical method is not able to detect the time of arrival of the signal since it fits an exponentials sum to the noise. The modified method can detect both the time of arrival and the signal frequency.