Segmented Approach for the Prony's Method Numerical Realization

Abstract

In the current paper we propose a modified approach to the eigenvector method for the solution of the Prony's method. The proposed approach requires the segmentation of the input signal into parts that may overlap. The Prony's method is then applied for each individual part. The mean or median estimation of the true values can be applied either to the eigenvector itself, or to the final values of complex amplitudes and frequencies. All possible combinations of the above-mentioned approaches were tested for the current paper. Results of the estimation of the amplitudes and frequencies were analyzed separately from the results of initial signal reconstruction. The proposed method was compared with the standard Kumaresan-Tufts approach and standard eigenvector approach.