Spectral line analysis by Pisarenko and Prony methods

A comparison of the Pisarenko and Prony approaches to spectral line analysis (sinusoid frequency and power estimation) is presented in this paper. The Pisarenko technique utilizes a statistical approach via the autocorrelation function. The Prony technique utilizes a deterministic approach via a least squares estimation procedure. The Prony method appears to have the edge on the Pisarenko technique. For one, the Prony method has fewer spurious components than does a Pisarenko line analysis. Also, a recursive procedure with lower computational complexity and a means to determine model order (number of sinusoidal components) is available with the Prony approach, a distinct advantage over the Pisarenko method.