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An explanation to the limitation observed in the Kumaresan-Prony algorithm

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1 Author(s)
D.B.Rao ; University of California, San Diego, La Jolla, CA

In this correspondence we explain the limitation of the Kumaresan-Prony algorithm observed in [2]. It is shown that the condition number of the matrix involved with the associated least-squares problem periodically degrades (condition number rightarrow infin) making the least-squares solution ill conditioned. This ill conditioning causes a degradation in the estimates obtained by the Kumaresan-Prony algorithm.

Published in:

Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:34 ,  Issue: 5 )

Date of Publication:

Oct 1986

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