Prony, Pisarenko, and the matrix pencil: a unified presentation

In the past, the Prony and Pisarenko algorithms have been widely used in the pole zero identification of linear systems as well as in the problem of extracting harmonics embedded in noise. These techniques have also been applied successfully to the direction of arrival (DOA) problem. It is shown that these algorithms are equivalent to a recently proposed DOA estimation technique called the matrix pencil approach.<
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