Analysis of Real Transient Multiexponential

Signals Using Matrix Pencil Method

in Labview Environment

Lina El Alaoui El Abidi1(&), Mounir Hanine2, and Brahim Aksasse1

1
Department of Computer Science, FST Errachidia,
Moulay Ismail University, Errachidia, Morocco
elalaouielabidilina@gmail.com,
b.akssasse@fste.umi.ac.ma
2
ASIA Team, M2I Laboratory, Department of Science, FP Errachidia,
Moulay Ismail University, Errachidia, Morocco
mounir.hanine@gmail.com

Abstract. It has been a challenge for us to determine the most powerful and
exact method for estimating parameters of a sum of real multi-exponentials
signals. Indeed, in this study, we present and analyze two powerful methods for
estimating these parameters. The first one is Matrix Pencil (MP) method, which
is a linear technique for estimating the parameters. The second one is Pony
method. In this work, we opted to reprogram the Matrix Pencil method and the
Prony method in the Labview environment to automate signal processing and
parameters estimation. The comparison between these methods shows that the
Matrix Pencil method is more efficient in computation and faster. Simulation
and experimental results indicate that Matrix Pencil method is less sensitive to
noise than Prony method.

Keywords: Matrix pencil
Prony method
Multiexponential signals

1 Introduction

Many experiments in science and engineering generate data that can be accurately
modelled by a sum of real exponentials signals (1, 2). Some of the areas they arise
include electromagnetic field analysis, nuclear magnetic resonance, etc. This makes the
estimation of the parameters very important. The signals are of the form

X
M
yðtÞ ¼ ai eki t þ bðtÞ ð1Þ
i¼1

where M represents the number of components, ai and ki denote respectively the

amplitudes and the relaxation times.
b(t) represents the noise part that contaminates the multi-exponential signal.
Relaxation times are very close to one another. Hence the need to compare the
different methods to find the one that has a higher resolving power. In this study we

© Springer Nature Switzerland AG 2019

M. Ezziyyani (Ed.): AI2SD 2018, AISC 915, pp. 686–696, 2019.
https://doi.org/10.1007/978-3-030-11928-7_62
 Analysis of Real Transient Multiexponential Signals … 687

will compare two high resolution methods, Matrix Pencil (MP) represented in (5), (7),
and (8) developed in (3), (4), (6) and Prony method (9), (10).
The term « high resolution » can be applied to any digital analysis method able to
treat multi-exponential signals and to extract the amplitudes and time constants from
each exponential component more accurately than traditional methods. This explains
our particular interest in these methods allowing treating information with enhanced
quantity and quality.
The rest of the paper is organized as follows: in Sect. 2, we give the notations used
in MP method. Section 3 recalls the Prony method. In Sect. 4, we deal with some
simulations results and finally Sect. 5 concludes the paper.

2 Notion of Matrix Pencil

The term “pencil” originated with Gantmacher [11], in 1960. The historical context
behind the word pencil in matrix pencils. The pencil in Greek represents a group bound
by a property. In the projective geometry the term a pencil of lines, means lines passing
through a common point. It is the definition of the pencil forms that some sort of
bundling or parameterization is involved. However, the definition itself of the word
pencil does not introduce the context.
After sampling, the time variable, t, is replaced by kT, where T, is the sampling
period. The sequence can be rewritten as (1):
With k ¼ 0; 1; . . .; N  1, and t ¼ kT,
We note

xi ¼ eki T ð2Þ

The poles xi , are found as the solution of a generalized eigenvalue problem. For
noiseless data, we can obtain the parameters from two ðN  LÞ  L matrices Y1 and Y2
formed from data with N samples uniformly selected as follows:
0 1
Að0Þ Að1Þ : : : AðL  1Þ
B Að1Þ Að2Þ AðLÞ C
B : : : C
B Að2Þ Að3Þ AðL þ 1Þ C
B : : : : C
Y1 ¼ B C ð3Þ
B : : : : C
B C
@ : : : : A
AðN  L  1Þ AðN  LÞ : : : AðN  2Þ
0 1
Að1Þ Að2Þ : : : AðLÞ
B Að2Þ Að3Þ AðL þ 1Þ C
B : : : C
B Að3Þ Að4Þ AðL þ 2Þ C
B : : : : C
Y2 ¼ B C ð4Þ
B : : : : C
B C
@ : : : : A
AðN  LÞ AðN  L þ 1Þ : : : AðN  1Þ
688 L. El Alaoui El Abidi et al.

where L is referred to the pencil parameter.

One can write:

Y1 ¼ X1 RX2 ð5Þ

Y2 ¼ X1 RX0 X2 ð6Þ

where X0 , X1 , X2 and R are given by:

0 1
1 1 : : : 1
B x1 x2 : : : xM C
B C
B : : : : C
X1 ¼ B
B
C
C ð7Þ
B : : : : C
@ : : : : A
xNL1
1 xNL1
2 xNL1
M
0 1
1 x1 : : : xL1
1
B x1 x2 : : : xL1 C
B 2 C
B : : : : C
X2 ¼ B
B :
C ð8Þ
B : : : CC
@ : : : : A
1 xM : : : xL1
M
0 1
x1 0 : : : 0
B0 x2 : : : 0 C
B C
B : : : : C
X0 ¼ B
B :
C ð9Þ
B : : : C
C
@ : : : : A
0 0 : : : xM
0 1
r1 0 : : : 0
B0 r2 : : : 0 C
B C
B : : : : C
R¼B
B :
C ð10Þ
B : : : C
C
@ : : : : A
0 0 : : : rM

with this method the multi-exponential signals is supposed to be multi-exponential such

that:
We can write the Matrix Pencil in the following form:

Y2  kY1 ¼ X1 RðZ0  kI ÞX2 ð11Þ

where I is the M  M identity matrix. The mathematical entity named Matrix Pencil
means any linear combination of two matrices, such that Y2  kY1 for the matrices
ðY1 ; Y2 Þ, where k is a scalar parameter.
 Analysis of Real Transient Multiexponential Signals … 689

Moreover, it is easy to demonstrate that the matrix product Y1þ Y2 (the sym-
bol + represents the Moore-Penrose pseudo inverse) has M non-null eigenvalues equal
to the zi parameters searched for and L-M non-null eigenvalues. Note that the Y1þ Y2
matrix product has M non-null eigenvalues equal to the x1i parameters and L-M null
eigenvalues. This result is easy to yield when decompositions (6) and (7) of Y1 and Y2
are introduced in the product. The eigenvalues of Y2  kY1 , which are also those of
Y1þ Y2 : may be computed according to the following steps
Step 1: The pseudo inverse Y1þ is computed through a Singular Value Decom-
position (SVD) of Y1

X
M
Y1 ¼ s i ui v H
i ð12Þ
i¼1

Such that

Y1 ¼ USV H ð13Þ

where the symbol H denotes the transpose-conjugate. U ¼ ½u1 ; u2 ; . . .; uM  and

V ¼ ½v1 ; v2 ; . . .; vM , ui and vi being respectively the ith eigenvectors on the left and on
the right of Y1 .
0 1
s1 0 : : : 0
B0 s2 : : : 0 C
B C
B : : : : C
S¼B
B :
C ð14Þ
B : : : C
C
@ : : : : A
0 0 sM

si are the singular values of Y1 . Note that for a (noiseless) ideal signal, the M number of
damped signals can be estimated on the base of the singular values to the extent that

s1  s2 


 sM 


 sminðNL;LÞ ð15Þ

and that

sM þ 1 ¼


¼


sminðNL;LÞ ¼ 0 ð16Þ

For noisy samples, Y1 tends to reach a maximum rank. Then we select s1 ; . . .; sM as

the M dominant singular values of Y1 A jump into the singular values allows deter-
mining the preponderant singular values. The best approximation of Y1 , in the sense of
the least squares, can be obtained by reducing the other L-M singular values to zero.
Thus, the Y1 matrix data is replaced by a M-rank matrix Y1T computed through a
þ
singular value decomposition of Y1 . The Moore-Penrose pseudo inverse Y1T becomes
indeed:
690 L. El Alaoui El Abidi et al.

X
M
1
þ
Y1T ¼ ^vi ^uH
i ð17Þ
^s
i¼1 i

Such that
þ
Y1T ¼ VS1 U H ð18Þ

where ^si denotes the largest singular values of Y1 ; u^i and ^vi are respectively the n left
and right eigenvectors
Step 2: The computation of the largest M eigenvalues of the ðL  LÞ matrix is
stated as:
þ
Y1T Y2 ð19Þ

These M eigenvalues represent approximations of the emission rates of the damped

þ
signals, since xi ¼ eki :T . Moreover, note that the multiplication of Y1T times Y2 boils
down to filtering the matrix of Y2 data thanks to the SVD used. Should it also be
applied to Y1 , such a decomposition would not be very helpful since the noise in Y2 is
strongly correlated with that in Y1 .

3 The Prony Method

The objective of the Prony method is to identify a sample of N values of a signal

represented by a finite linear combination of M complex exponentials. In this section
we will work with the real exponentials.
These exponentials identified by amplitudes, phases, damping factor and fre-
quencies obviously characterized the signal.
We have more data than exponential parameters to be determined. He is more
question to calculate ai and xi by resolution of

X
M
YðtÞ ¼ ai eki t ð20Þ
i¼1

with t ¼ kT and, k ¼ 0; 1; . . .; N  1.
The system is on—determined and only an estimate by lesser squares of 2 M
parameters ai and xi suits. By taking estimate:

X
M
yðtÞ ¼ ai eki t ð21Þ
i¼1

with t ¼ kT and k ¼ 0; 1; . . .; N  1.
 Analysis of Real Transient Multiexponential Signals … 691

We tried to minimize the mean squared error:

X
N
n¼ kjYðkÞ  yðkÞk2 ð22Þ
k¼1

By taking as parameters of minimization ai and xi .This problem is in itself delicate

because the problem to minimize n in comparison with ai and xi is a nonlinear problem
which is very unstable, that is to say very sensitive to errors of roundness on stocks X
(n) (to see HILDEBRANDT [7], pp. 380–381).
Let us introduce the error of approximation of linear prediction defined by:

X
p
eðkÞ ¼ f ðnÞYðk  nÞ ð23Þ
n¼0

with, p + 1 < k < N and f(0) = 1.

We should minimize the quantity:

X
N
n¼ keðkÞk2 ð24Þ
k¼p þ 1

In comparison with the parameters of f(n), n = 1, 2, …, p

After calculus, we can say that the acknowledgement of f(n) can lead us to find the
ai and xi .

4 Simulation Results
• Case 1:
Using (2) we test the program with two exponentials and we choose very close values
of the damping factors ki . In this case, we work without noise:
In Table 1. We mentioned the values used in case 1 for testing if Matrix Pencil
method and Prony Method can estimate the parameters. In all cases the number of
samples used is 512.

Table 1. Values of amplitudes and damping factors

i 1 2
ai 10 12
ki 0.001 0.0011

In Fig. 1, we display the result obtained by Matrix Pencil. We can find the results
obtained by Matrix Pencil method when it estimate the parameters of amplitudes,
damping factors and the noise.
We can say that Matrix Pencil can estimate and calculate correctly the parameters.
692 L. El Alaoui El Abidi et al.

Fig. 1. Results of Matrix Pencil method

Now let tray to estimate the model parameters by using the Prony Method. Fig-
ure 2, display the obtained result.

Fig. 2. Results of Prony method

As shown by Fig. 2, the values for parameters giving by the Prony method are
wrong. And time response is bigger than the time response of Matrix Pensil method.
Now in Table 2, we will add a White Gaussian Noise with a very low standard
deviation:

Table 2. Values of amplitudes, damping factors and the noise

i 1 2
ai 10 12
ki 0.001 0.0011
Standard deviation 1E-5 1E-5

The result obtained by the Matrix Pencil method are shown in Fig. 3. In this case,
Matrix Pencil is unable to calculate correctly the values of parameters.
Now, let tray to estimate the model parameters in the noisy case by using the Prony
Method. The result are given in Fig. 6.
As we can see in Fig. 4, like Matrix Pencil, the Prony method in this case is unable
to calculate the correct values of the parameters of the signal.
 Analysis of Real Transient Multiexponential Signals … 693

Fig. 3. Results of Matrix Pencil method

Fig. 4. Results of Prony method

• Case 2:
In this case, we choose very close amplitudes values for the two exponentials. The
parameters chosen are illustrated in Table 3.

Table 3. Values of amplitudes and damping factors

i 1 2
ai 10.01 10.02
ki 0.1 0.2

The result obtained by the Matrix Pencil method are shown in Fig. 5. As we can
see, the Matrix Pencil method can estimate correctly the parameters and faster.

Fig. 5. Results of Matrix Pencil method

694 L. El Alaoui El Abidi et al.

The result obtained by the Prony Method are displayed in Fig. 9. According to
Fig. 6, we can conclude that in this case Prony method can also estimate correctly the
parameters, but the time response is bigger than Matrix Pencil method.

Fig. 6. Results of Prony method

Now in Table 4. We add the white Gaussian noise with a standard deviation equal
to 0.001:

Table 4. Values of amplitudes, damping factors and the noise

i 1 2
ai 10.01 10.02
ki 0.1 0.2
Standard deviation 0.001 0.001

Result obtained by Matrix Pencil are displayed in Fig. 7.

Fig. 7. Results of Matrix Pencil method

We can conclude according to Fig. 7, that Matrix Pencil method with the presence
of noise can estimate the parameters of the signal.
The result obtained by Prony Method are displayed in Fig. 8.

Fig. 8. Results of Prony method

 Analysis of Real Transient Multiexponential Signals … 695

As we can see in the Fig. 8, we can conclude in this case that Prony method is
unable to calculate the parameters of the signal.
• Case 3:
In case 3 we will apply more noise to the signal and the values of amplitudes and
damping factors we will choose them far from each other.
Table 5. Illustrate the parameters chosen in this case.

Table 5. Values of amplitudes, damping factors and the noise

i 1 2
ai 10 50
ki 1 5
Standard deviation 0.01 0.01

According to simulation results, we can conclude from this test that both of Prony
method and of Matrix Pencil method can gives us results very near from the true
values. Therefore, they can estimate the parameters of the signal given. However,
Matrix Pencil method is faster than Prony method.

5 Discussion and Conclusions

For all tests presented in this paper, the other ones not treated, and writing in the paper,
we can say that both of the high resolution methods Matrix Pencil and Prony method
can estimate the parameters of the signal if the noise is very low. However, Matrix
Pencil method is more efficient in computation and faster. Simulation and experimental
results indicate that Matrix Pencil method is less sensitive to noise than Prony method.
Prony method is iterative so when we do a huge signal processing the Prony method
does not give any results. However, when the noise is high, Matrix Pencil does not give
a good performance. It is for that we will revisit the methods of smoothing which does
not modify the signal and will apply it to the method in order to improve the yield of
Matrix Pencil method.

References
1. Shubair, R.M., Chow, Y.L.: Efficient computation of the periodic Green’s function in
Layered Dielectric Media. In: IEEE Transactions 011 Microwave Theory & Techniques,
MTT-41, pp. 498–502, March 1993
2. Miller, E.K., Burke, G.J.: Using model based parameter estimation to increase the physical
interpretability and numerical efficiency of computational electromagnetics. Comput. Phys.
Commun. 68, 43–75 (1991)
696 L. El Alaoui El Abidi et al.

3. Evans, A.G.: Least squares systems parameter identification and time domain approxima-
tion, Ph.D. thesis, Drexel University, 1972. 20. Stieglitz, K.: On simultaneous estimation of
poles and zeros in speech analysis. In: IEEE Transactions Acoustics, Speech and Signal
Processing, ASSP-25, pp. 229–234, June 1977
4. Goodman, D.M., Dudley, D.G.: An output error model and algorithm for electromagnetic
system identification. Circ. Syst. Signal Process. 6(4), 471–505 (1987)
5. Gantmacher, F.R.: Theory of Matrices, vol. I. Chelsea, New York (1960)
6. Ouibrahim, H., Weiner, D.D., Sarkar, T.K.: A generalized approach to direction finding.
IEEE Trans. Acoust. Speech. Signal Process. ASSP-36, 610–612 (1988)
7. Ouibrahim, H.: A generalized approach to direction finding, Ph.D. dissertation, Syracuse
Univ., Syracuse, NY, Dec 1986
8. Hua, Y., Sarkar, T.K.: Further analysis of three modern techniques for pole retrieval from
data sequence. In: Proceedings of the 30th Midwesr Sytnp. Circuirs Sysr. Syracuse. NY,
Aug 1987
9. Ouibrdhim, H., Weiner, D.D., Wei, Z.Y.: Angle of arrival estimation using a forward-back
moving window. In: Proceedings of the 30th Midwesf Symnp. Circuirs Syst. Syracuse, NY,
pp. 563–566, Aug 1987
10. Hua, Y., Sarkar, T.K.: Matrix Pencil method and its performance. In: Proceedings of the
ICASSP-88, Apr 1988
11. Hua, Y., Sarkar, T.K.: A variation of ESPRIT for harmonic retrieval from a finite noisy data
sequence. IEEE Trans. Acoust. Speech Signal Process. (submitted for publication)