A modified prony algorithm for estimating sinusoidal frequencies

DOI10.1080/00949659408811564zbMATH Open0833.62087OpenAlexW2073649065WikidataQ56880385 ScholiaQ56880385MaRDI QIDQ4864211FDOQ4864211

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

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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)

Cites Work

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

Cited In (9)

• Title not available (Why is that?)
• On a frequency domain analog of Prony's method
• A sequential regression based algorithm for estimating sinusoids in white noise
• A property of the elementary symmetric functions on the frequencies of sinusoidal signals
• Operator-orthoregressive methods for identifying coefficients of linear difference equations
• A review of the parameter estimation problem of fitting positive exponential sums to empirical data
• On spectrum approximation by impulses
• Title not available (Why is that?)
• Consistent method for estimating sinusoidal frequencies: a non-iterative approach

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