Comparison between the Matrix Pencil Method and the Fourier Transform Technique for High-Resolution Spectral Estimation

Fernández del Rı́o, J. E., and Sarkar, T. K., Comparison between the Matrix Pencil Method and the Fourier Transform Technique for High-Resolution Spectral Estimation,Digital Signal Processing6 (1996), 108–125. The objective of this paper is to compare the performance of the Matrix Pencil Method, particularly the Total Forward–Backward Matrix Pencil Method, and the Fourier Transform Technique for high-resolution spectral estimation. Performance of each of the techniques, in terms of bias and variance, in the presence of noise is studied and the results are compared to those of the Cramer–Rao Bound.