DocumentCode :
1597426
Title :
On the perturbation analysis of a Prony-based algorithm
Author :
Roy, Nizar Ali ; Ouibrahim, Hamza
Author_Institution :
State Univ. of New York, Binghamton, NY, USA
fYear :
1988
fDate :
10/19/1988 12:00:00 AM
Firstpage :
135
Lastpage :
144
Abstract :
A Prony-based algorithm for the estimation of frequencies embedded in noise is discussed. The performance of this algorithm is known to depend on the signal-to-noise ratio. A perturbation analysis of this algorithm is carried out to assess this performance. The estimation accuracy, measured in terms of the bias and variance of the estimated frequencies, is discussed. The expressions for the variance are obtained for cases when L=M and L>M, where L is the order of the coefficient polynomial and M is the number of complex sinusoidals. It is found that as L increases the variance decreases and thus improves the frequency estimates
Keywords :
parameter estimation; signal processing; Prony-based algorithm; frequency estimation; noise; perturbation analysis; signal-to-noise ratio; Algorithm design and analysis; Analysis of variance; Equations; Frequency estimation; Frequency measurement; Performance analysis; Polynomials; Signal to noise ratio; State estimation; White noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Southern Tier Technical Conference, 1988., Proceedings of the 1988 IEEE
Conference_Location :
Binghamton, NY
Type :
conf
DOI :
10.1109/STIER.1988.95458
Filename :
95458
Link To Document :
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