改进的Prony算法在频谱估计中的应用

Application of Improved Prony Algorithm in Spectrum Estimation

在对Prony算法分析与研究的基础上,将基于奇异值分解的总体最小二乘法引入Prony算法,并将该改进的Prony算法应用于频谱估计。改进的算法弥补了信号序列在伴随噪声干扰和数据序列较短的情况下,快速傅立叶变换的方法无法对信号频率进行有效提取的缺点,最后通过实验仿真证明了该改进的Prony算法在频谱估计中应用的有效性。

Basing on the analysis of Prony algorithm,the overall least squares method based on the singular value decomposition was introduced,and the improved Prony algorithm was applied to the spectrum estimation.This method makes up the fast Fourier transform method incapable of extracting signal spectrum in case of short data sequence and the accompanying noise.The simulation experiments prove its effectiveness.