Prony´s method based on eigenanalysis and overdetermined system approach

We developed a new method of Prony´s spectral estimation. This method incorporates with eigenvalue -eigenvector decomposition and overdetermined system approach to estimate spectral parameters of exponentials from noisy data without a priori information. In this paper, we present the theorical derivation of the proposed method and also show noise influence by computer simulations. The mean errors of the frequency and damping rate were less than 17% and 5%, respectively, when SNR was 2. As one of applications, this method will be useful for quantitative analysis of experimental data.