A Prony-like method for non-uniform sampling

被引:19
作者
Colucclo, Loredana [1 ]
Elsinberg, Alfredo [1 ]
Fedele, Giuseppe [1 ]
机构
[1] Univ Calabria, Dipartimento Elettr Informat & Sistemist, I-87036 Arcavacata Di Rende, Italy
关键词
exponential fitting; Prony's method; least-squares method;
D O I
10.1016/j.sigpro.2007.03.011
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
In this paper a Prony-like method for non-uniform sampling is proposed. The unknown parameters are estimated on the base of a new linear regression equation which uses filtered signals obtained directly from the measurements. The approach uses the derivative method in the frequency domain yielding exact formula in terms of multiple integrals of the signal, when placed in the time domain. These integrals are explicitly solved by projecting signal on some set of orthogonal basis functions or, more in general, by using a polynomial that fits data in the least-squares sense. The effectiveness of the proposed approach is shown by simulated experiments. (c) 2007 Elsevier B. V. All rights reserved.
引用
收藏
页码:2484 / 2490
页数:7
相关论文
共 16 条
[1]  
[Anonymous], 1973, FUNZIONI SPECIALI
[2]  
[Anonymous], INT MATH FORUM
[3]   Gram polynomials and the Kummer function [J].
Barnard, RW ;
Dahlquist, G ;
Pearce, K ;
Reichel, L ;
Richards, KC .
JOURNAL OF APPROXIMATION THEORY, 1998, 94 (01) :128-143
[4]  
BJORCK A, 1996, NUMERICAL METHODS LE
[5]  
de Prony G.R., 1795, J. Ecole Polytech, V1, P24
[6]   An algebraic framework for linear identification [J].
Fliess, M ;
Sira-Ramírez, H .
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2003, 9 (09) :151-168
[7]   A review of the parameter estimation problem of fitting positive exponential sums to empirical data [J].
Holmström, K ;
Petersson, J .
APPLIED MATHEMATICS AND COMPUTATION, 2002, 126 (01) :31-61
[8]   ESTIMATING THE PARAMETERS OF EXPONENTIALLY DAMPED SINUSOIDS AND POLE-ZERO MODELING IN NOISE [J].
KUMARESAN, R ;
TUFTS, DW .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1982, 30 (06) :833-840
[9]   ON THE ZEROS OF THE LINEAR PREDICTION-ERROR FILTER FOR DETERMINISTIC SIGNALS [J].
KUMARESAN, R .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1983, 31 (01) :217-220
[10]   Selection of sampling interval for least squares Prony method [J].
Lee, JH ;
Kim, HT .
ELECTRONICS LETTERS, 2005, 41 (01) :47-49