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Related papers: ESPRIT for multidimensional general grids

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Extensions of singular spectrum analysis (SSA) for processing of non-rectangular images and time series with gaps are considered. A circular version is suggested, which allows application of the method to the data given on a circle or on a…

Methodology · Statistics 2015-07-13 Alex Shlemov , Nina Golyandina

Representing real-time data as a sum of complex exponentials provides a compact form that enables both denoising and extrapolation. As a fully data-driven method, the Estimation of Signal Parameters via Rotational Invariance Techniques…

Strongly Correlated Electrons · Physics 2026-03-27 Andre Erpenbeck , Yuanran Zhu , Yang Yu , Lei Zhang , Richard Gerum , Olga Goulko , Chao Yang , Guy Cohen , Emanuel Gull

Modern wireless communication systems operating at high carrier frequencies are characterized by a high dimensionality of the underlying parameter space (including channel gains, angles, delays, and possibly Doppler shifts). Estimating…

Signal Processing · Electrical Eng. & Systems 2021-11-16 Fan Jiang , Fuxi Wen , Yu Ge , Meifang Zhu , Henk Wymeersch , Fredrik Tufvesson

We consider the problem of resolving overlapping pulses from noisy multi-snapshot measurements, which has been a problem central to various applications including medical imaging and array signal processing. ESPRIT algorithm has been used…

Signal Processing · Electrical Eng. & Systems 2023-09-01 Meghna Kalra , Kiryung Lee

High-resolution parameter estimation algorithms designed to exploit the prior knowledge about incident signals from strictly second-order (SO) non-circular (NC) sources allow for a lower estimation error and can resolve twice as many…

Information Theory · Computer Science 2015-01-07 Jens Steinwandt , Florian Roemer , Martin Haardt , Giovanni Del Galdo

Subspace-based signal processing techniques, such as the Estimation of Signal Parameters via Rotational Invariant Techniques (ESPRIT) algorithm, are popular methods for spectral estimation. These algorithms can achieve the so-called…

Information Theory · Computer Science 2024-10-29 Zhiyan Ding , Ethan N. Epperly , Lin Lin , Ruizhe Zhang

The problem of approximating a sampled function using sums of a fixed number of complex exponentials is considered. We use alternating projections between fixed rank matrices and Hankel matrices to obtain such an approximation. Convergence,…

Numerical Analysis · Mathematics 2011-07-12 Fredrik Andersson , Marcus Carlsson , Per-Anders Ivert

In this paper, we perform asymptotic analyses of the widely used ESPRIT direction-of-arrival (DoA) estimator for large arrays, where the array size $N$ and the number of snapshots $T$ grow to infinity at the same pace. In this…

Signal Processing · Electrical Eng. & Systems 2026-04-16 Zhengyu Wang , Wei Yang , Xiaoyi Mai , Zenan Ling , Zhenyu Liao , Robert C. Qiu

A new ESPRIT-based algorithm is proposed to estimate the direction-of-arrival of an arbitrary degree polynomial-phase signal with a single acoustic vector sensor. The proposed approach requires neither a priori knowledge of the…

Applications · Statistics 2013-08-06 Xin Yuan

This is an unabridged version of a journal manuscript that has been submitted for publication [1]. (Due to length restrictions, we were forced to remove substantial amounts of content from the version that was submitted to the journal,…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Rodrigo A. Lobos , Chin-Cheng Chan , Justin P. Haldar

In this work, we propose a subspace-based algorithm for direction-of-arrival (DOA) estimation, referred to as two-step knowledge-aided iterative estimation of signal parameters via rotational invariance techniques (ESPRIT) method (Two-Step…

Numerical Analysis · Computer Science 2017-03-31 R. C. de Lamare

Analytic continuation of imaginary time or frequency data to the real axis is a crucial step in extracting dynamical properties from quantum Monte Carlo simulations. The average spectrum method provides an elegant solution by integrating…

Computational Physics · Physics 2020-07-15 Khaldoon Ghanem , Erik Koch

Spatial smoothing is a widely used preprocessing scheme to improve the performance of high-resolution parameter estimation algorithms in case of coherent signals or if only a small number of snapshots is available. In this paper, we present…

Information Theory · Computer Science 2017-04-05 Jens Steinwandt , Florian Roemer , Martin Haardt , Giovanni Del Galdo

We introduce the problem of estimation of the parameters of a dynamically selected population in an infinite sequence of random variables and provide its application in the statistical inference based on record values from a non-stationary…

Statistics Theory · Mathematics 2015-06-01 Morteza Amini , Nader Nematollahi

In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…

Statistics Theory · Mathematics 2025-04-29 Souvick Bera , Daniel J. Nordman , Soutir Bandyopadhyay

A problem of performance enhancement for multiple frequencies estimation is studied. First, we consider a basic gradient-based estimation approach with global exponential convergence. Next, we apply dynamic regressor extension and mixing…

Systems and Control · Computer Science 2016-04-08 Aranovskiy Stanislav , Bobtsov Alexey , Ortega Romeo , Pyrkin Anton

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

I outline a method for estimating astrophysical parameters (APs) from multidimensional data. It is a supervised method based on matching observed data (e.g. a spectrum) to a grid of pre-labelled templates. However, unlike standard machine…

Astrophysics · Physics 2007-11-29 C. A. L. Bailer-Jones

Neural networks lack the ability to reason about qualitative physics and so cannot generalize to scenarios and tasks unseen during training. We propose ESPRIT, a framework for commonsense reasoning about qualitative physics in natural…

We present a new numerical scheme for one dimensional dynamical systems. This is a modification of the discrete gradient method and keeps its advantages, including the stability and the conservation of the energy integral. However, its…

Numerical Analysis · Computer Science 2015-05-13 Jan L. Cieslinski , Boguslaw Ratkiewicz
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