A modified prony algorithm for estimating sinusoidal frequencies

DOI10.1080/00949659408811564zbMath0833.62087OpenAlexW2073649065WikidataQ56880385 ScholiaQ56880385MaRDI QIDQ4864211

M. Mackisack, Gordon K. Smyth, Michael R. Osborne

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811564

zbMATH Keywords

efficiencywhite noisesimulation studyasymptotic covariance matrixmodified Prony algorithmleast squares estimatesfrequency estimatessinusoidal signalPisarenko harmonic decompositiontransfer function parameter estimates

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Operator-orthoregressive methods for identifying coefficients of linear difference equations ⋮ A property of the elementary symmetric functions on the frequencies of sinusoidal signals ⋮ A review of the parameter estimation problem of fitting positive exponential sums to empirical data

Cites Work

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• A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations
• The estimation of frequency
• SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA
• A parameter estimation approach to estimation of frequencies of sinusoids
• Statistical analysis of Pisarenko's method for sinusoidal frequency estimation
• On frequency estimation
• Autoregressive frequency estimation
• Non-linear time series regression
• On the estimation of a harmonic component in a time series with stationary independent residuals

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