A modified TLS-Prony method using data decimation

Author

Steedly, William M. ; Ying, Ching-Hui J. ; Moses, Randolph L.

Author_Institution

TASC, Reston, VA, USA

Volume

42

Issue

9

fYear

1994

fDate

9/1/1994 12:00:00 AM

Firstpage

2292

Lastpage

2303

Abstract

The paper introduces a modified TLS-Prony method that incorporates data decimation. The use of data decimation results in the reduction in the computational complexity because one high-order estimation is replaced by several low-order estimations. The authors present an analysis of pole variance statistics for this modified TLS-Prony method. This analysis provides a quantitative comparison of the parameter estimation accuracy as a function of decimation factors. The authors show that by using decimation, one can obtain comparable statistical performance results at a fraction of the computational cost, when compared with the conventional TLS-Prony algorithm

Keywords

computational complexity; filtering and prediction theory; least squares approximations; matrix algebra; parameter estimation; poles and zeros; spectral analysis; statistical analysis; computational complexity; data decimation; decimation factors; high-order estimation; low-order estimations; modified TLS-Prony method; parameter estimation accuracy; pole variance statistics; statistical performance; Algorithm design and analysis; Computational complexity; Computational efficiency; Filters; Frequency; Least squares approximation; Matrix decomposition; Parameter estimation; Performance analysis; Singular value decomposition;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.317852

Filename

317852