A modified prony algorithm for estimating sinusoidal frequencies

DOI10.1080/00949659408811564MaRDI QIDQ4864211zbMATH OpenOpenAlexWikidataFDO

Authors 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

efficiencysimulation studywhite noisemodified Prony algorithmasymptotic covariance matrixleast squares estimatesfrequency estimatessinusoidal signalPisarenko harmonic decompositiontransfer function parameter estimates

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3550006 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations
• A parameter estimation approach to estimation of frequencies of sinusoids
• Autoregressive frequency estimation
• Non-linear time series regression
• On frequency estimation
• On the estimation of a harmonic component in a time series with stationary independent residuals
• SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA
• Statistical analysis of Pisarenko's method for sinusoidal frequency estimation
• The estimation of frequency

Cited in

(9)

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• scientific article; zbMATH DE number 5707618 (Why is no real title available?)
• Consistent method for estimating sinusoidal frequencies: a non-iterative approach
• 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
• A sequential regression based algorithm for estimating sinusoids in white noise
• On spectrum approximation by impulses
• On a frequency domain analog of Prony's method
• Operator-orthoregressive methods for identifying coefficients of linear difference equations

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