Title :
An explanation to the limitation observed in the Kumaresan-Prony algorithm
Author :
Rao, D. V Bhaskar
Author_Institution :
University of California, San Diego, La Jolla, CA
fDate :
10/1/1986 12:00:00 AM
Abstract :
In this correspondence we explain the limitation of the Kumaresan-Prony algorithm observed in [2]. It is shown that the condition number of the matrix involved with the associated least-squares problem periodically degrades (

) making the least-squares solution ill conditioned. This ill conditioning causes a degradation in the estimates obtained by the Kumaresan-Prony algorithm.
Keywords :
Additive noise; Degradation; Frequency estimation; Noise robustness; Parameter estimation; Polynomials; Prediction algorithms; Radio access networks; Signal processing algorithms; Speech processing;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1986.1164963