Matrix Pencil Method (MPM)

This chapter presents the matrix pencil method (MPM) which is a methodology to approximate a given data set by a sum of complex exponentials. The MPM approach is computationally very efficient and quite robust to noise in the data. The MPM has been successfully applied to high‐resolution de‐embedding procedures using band‐limited data prevalent in most microwave and antenna measurements. In general, the measurement of antenna radiation patterns takes place in anechoic chambers, where one attempts to reduce as much as possible the reflection and diffraction contributions from walls and mechanical devices present inside the chamber. In a typical direction of arrival estimation problem, it is often assumed that all the signals are arriving at the antenna array at the same frequency which is assumed to be known. The antenna elements in the array are then placed half wavelength apart at the frequency of operation.