Abstract: A state space model for exponential damped sinusoid signals is formed, and state space method for the estimation of poles of exponentially damped sinusoid signals are proposed: the algorithm band on output equation and the algorithm bed on state equation. It is proved that the matrix prediction method is equivalent to the second algorithm of the state spaCe method, then the Prony method, the K-T method, themaal pened method and the matrix prediction method are unified within the framework of the state space method.