ESTIMATING THE PARAMETERS OF UNDAMPED EXPONENTIAL SIGNALS

A nonlinear eigenvalue method is proposed for estimating the parameter s of undamped exponential signals when the parameters are complex-valu ed. Such data arise in several areas of application, including communi cations radio location of objects, seismic signal processing, and comp uter-assisted medical diagnosis. Osborne proposed a method to estimate the parameters of exponential models when the parameters are real-val ued. The method is generalized to the complex-parameters case. It is s hown to perform better than existing methods due to Tufts and Kumaresa n and Bai, Krishnaiah, and Zhao in the sense of having lower mean-squa red errors. A simulation study showed that the observed mean-squared e rrors are close to the Cramer-Rao lower bound for frequency estimates.