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A Constraint Optimization Problem for Model Order Estimation

SSRN Electronic Journal(2022)

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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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