The use of the matrix pencil method for the spectrum analysis of musical signals

In the context of spectrum analysis, high-resolution estimation methods present interesting alternatives to classical Fourier transform. These methods are based on the assumption that the analyzed signal is composed of damped sinusoids, and yield estimates of their parameters: frequencies, damping factors, original amplitudes, and phases. This paper investigates the use of a specific high-resolution estimation method, the matrix-pencil method, for the spectrum analysis of musical signals. In spite of its computational cost, this technique is shown to achieve extremely good results in the case of highly damped signals, short data records, or close frequencies.