An iterative extension of Prony's method for ARMA signal modeling
| dc.contributor.author | Therrien, Charles W. | |
| dc.contributor.author | Velasco, Carlos H. | |
| dc.date | 9/15/1993 | |
| dc.date.accessioned | 2013-02-27T23:23:26Z | |
| dc.date.available | 2013-02-27T23:23:26Z | |
| dc.date.issued | 1993-09-15 | |
| dc.identifier.uri | https://hdl.handle.net/10945/28754 | |
| dc.description.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. | en_US |
| dc.description.sponsorship | Office of Naval Research, Naval Undersea Warfare Center | en_US |
| dc.description.uri | http://archive.org/details/iterativeextensi00ther | |
| dc.format.extent | 23 p.: ill. ; 28 cm. | en_US |
| dc.language.iso | en_US | |
| dc.publisher | Monterey, California. Naval Postgraduate School | en_US |
| dc.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. | en_US |
| dc.subject.lcsh | ACOUSTIC DATA | en_US |
| dc.title | An iterative extension of Prony's method for ARMA signal modeling | en_US |
| dc.type | Technical Report | en_US |
| dc.contributor.corporate | Naval Postgraduate School (U.S.) | |
| dc.contributor.department | Electrical and Computer Engineering | en_US |
| dc.subject.author | Prony's Method | en_US |
| dc.subject.author | ARMA Modeling | en_US |
| dc.description.funder | Office of Naval Research, Naval Undersea Warfare Center | en_US |
| dc.identifier.oclc | a189611 | |
| dc.identifier.npsreport | NPS-EC-93-025 | |
| dc.description.distributionstatement | Approved for public release; distribution is unlimited. |
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