Estimation of parameters of signals generated by time invariant linear systems / Estimação de parâmetros de sinais gerados por sistemas lineares invariantes no tempo

AUTOR(ES)
DATA DE PUBLICAÇÃO

2009

RESUMO

A study on the recovery of signals modeled by weighted sums of complex exponentials complex is presented. For this, basic concepts of signals and systems theory are introduced. In particular, the linear time invariant systems (LTI Systems) are considered, which can be mathematically represented by differential equations or difference equations, respectively, for analog or digital signals. The solution of these types of equations is given by a weighted sum of complex exponentials, so the relationship between the LTI Systems and the model of study is established. Furthermore, two combinations of methods are used to recover the parameters of the signals: Prony and least squares methods, and Kung and least squares methods, where Prony and Kung methods are used to recover the exponents of the exponentials and the least square method is used to recover the linear coefficients of the model. Finally, five simulations are performed for the recovery of signals, the last one being an application in the area of water quality models.

ASSUNTO(S)

processamento de sinais métodos de simulação mínimos quadrados reconstrução de sinais matematica aplicada recovery of signals kungs method pronys method método de kung soma exponencial parameter estimation least squares método de prony exponential sums lti systems signal processing - simulation methods linear time invariant systems somas ponderadas de exponenciais complexas weighted sum of complex exponentials sistemas lineares invariantes ao tempo estimativa de parâmetro

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