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Prony Method for Noisy Data: Choosing the Signal Components and Selecting the Order in Exponential Signal Models

机译:噪声数据的prony方法:选择指数信号模型中的信号分量和选择顺序

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Prony's method is simple procedure for determining the value of parameters of a linear combination of exponential functions. Until recently, even the modern variants of this method have performed poorly in the presence of noise. We propose a simple procedure for estimation of the signal parameters in the presence of noise. This procedure is very close in form and assumptions to Prony's method. However, in preliminary tests, the performance of the method is close to that of the best available, more complicated, approaches which are based on maximum likelihood or on the use of eigenvector or singular vector decompositions. (Author)

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