AN ITERATIVE MMSE PROCEDURE FOR PARAMETER-ESTIMATION OF DAMPED SINUSOIDAL SIGNALS

We propose an iterative minimum mean square error (MMSE) approach to p arameter estimation of multiple exponentially damped sinusoids embedde d in white Gaussian noise. The approach splits the observed signal int o its constituent components and proceeds to estimate the parameters o f the highest energy signal component first, followed by the next high est energy signal component, and so on. This scheme reduces the comput ational complexity of the overall procedure by approximating the multi dimensional integrals with several two-dimensional integrals. For the evaluation of these integrals, we introduce an adaptive Gaussian proce dure. We present computer simulation results that show the performance of our approach and compare it with the performance of the alternatin g projection and the expectation-maximization schemes.