A Constraint Optimization Problem for Model Order Estimation
SSRN Electronic Journal(2022)
Abstract
•Automatic order estimation is needed for spectral estimation techniques.•Both statistical properties of the noise and the algebraic structure of of the signal model must be considered.•We propose a new model order estimation for the sum of complex exponentials when the signal to noise ratio is low and the signal is observed on a short time window.•Validation of the new technique by comparing its performance with other already known techniques in different scenarios are provided.
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Key words
constraint optimization,constraint optimization problem,estimation
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