An Iterative Extension of Prony's Method for ARMA Signal Modeling

Abstract

A new iterative version of the Prony method is presented and shown to be exceptionally effective in finding ARMA models for acoustic data in the signal domain. The method is based on a quadratic type of gradient algorithm where it is shown that the gradient and Hessian are easily computed from the data. The new algorithm is found experimentally to have excellent convergence behavior. The performance of the algorithm is demonstrated and compared to that of the basic Prony method and to that of the Steiglitz and McBride iterative prefiltering algorithm on some recorded acoustic data. Prony's method, ARMA modeling.

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Document Details

Document Type
Technical Report
Publication Date
Sep 15, 1993
Accession Number
ADA278841

Entities

People

  • Carlos H. Velasco
  • Charles W. Therrien

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Algorithms
  • Analytic Functions
  • Complex Variables
  • Computations
  • Computers
  • Convergence
  • Department Of Defense
  • Engineering
  • Equations
  • Errors
  • Iterations
  • Linear Systems
  • Military Research
  • Sequences
  • Technical Information Centers
  • Undersea Warfare
  • United States Government

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