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A novel interpretation of Prony's method

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3 Author(s)
Pitstick, G.M. ; Sch. of Electr. Eng. & Comput. Sci., Oklahoma Univ., Norman, OK, USA ; Cruz, J.R. ; Mulholland, R.J.

The two key steps in Prony's method are interpreted as two key approximation problems. In the first, a nonhomogeneous, constant coefficient, linear difference equation is fitted to the samples. This difference equation is fitted so that the nonhomogeneous part of the difference equation is minimized in the least-squares sense. For the second problem, a homogeneous solution to the difference equation is obtained that minimizes the particular solution. This homogeneous solution is used to approximate the general solution

Published in:

Proceedings of the IEEE  (Volume:76 ,  Issue: 8 )