A Prony Method for Noisy Data: Choosing the Signal Components and Selecting the Order in Exponential Signal Models

Abstract

Prony's method is simple procedure for determining the value of parameters of a linear combination of exponential functions. Until recently, even the modern variants of this method have performed poorly in the presence of noise. We propose a simple procedure for estimation of the signal parameters in the presence of noise. This procedure is very close in form and assumptions to Prony's method. However, in preliminary tests, the performance of the method is close to that of the best available, more complicated, approaches which are based on maximum likelihood or on the use of eigenvector or singular vector decompositions.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1982
Accession Number
ADA124897

Entities

People

  • Donald W. Tufts
  • Louis L. Scharf
  • R. Kumaresan

Organizations

  • University of Rhode Island

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Complex Numbers
  • Covariance
  • Data Science
  • Electrical Engineering
  • Engineering
  • Equations
  • Frequency
  • Information Science
  • Measurement
  • Military Research
  • Numbers
  • Polynomials
  • Probability
  • Rhode Island
  • Sequences
  • Statistics
  • Test And Evaluation

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Linear Algebra
  • Statistical inference.