Title: Spectral line analysis via a fast Prony algorithm
Abstract: This paper reports a fast new algorithm for a previously developed spectral estimation technique. A modification of the two-step Prony method permits least-squares estimation of the parameters of a set of pure sinusoids: amplitude, frequency, phase. An algorithm is presented that permits a very efficient computation for the first step least-squares estimate of the frequencies and number of sinusoids, M. The normal least squares algorithm requires O(M <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">3</sup> ) operations if done with conventional methods of solution; the fast algorithm solves the same least squares equations with a total of O(M <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> ) operations, providing all lower order solutions from m=1 to M as a side benefit (useful for recursively fitting an increasing number of sinusoids to a data set).
Publication Year: 2005
Publication Date: 2005-03-24
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 8
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