An iterative extension of Prony's method for ARMA signal modeling
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Authors
Therrien, Charles W.
Velasco, Carlos H.
Subjects
Prony's Method
ARMA Modeling
ARMA Modeling
Advisors
Date of Issue
1993-09-15
Date
9/15/1993
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
A new iterative version of the Prony method is presented and shown to be exceptionally effective in finding ARMA models for acoustic data in the signal domain. The method is based on a quadratic type of gradient algorithm where it is shown that the gradient and Hessian are easily computed from the data. The new algorithm is found experimentally to have excellent convergence behavior. The performance of the algorithm is demonstrated and compared to that of the basic Prony method and to that of the Steiglitz and McBride iterative prefiltering algorithm on some recorded acoustic data.
Type
Technical Report
Description
Series/Report No
Department
Electrical and Computer Engineering
Identifiers
NPS Report Number
NPS-EC-93-025
Sponsors
Office of Naval Research, Naval Undersea Warfare Center
Funder
Office of Naval Research, Naval Undersea Warfare Center
Format
23 p.: ill. ; 28 cm.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.