An iterative extension of Prony's method for ARMA signal modeling
By: by Charles W. Therrien, Carlos H. Velasco
Contributors: Velasco, Carlos H.; Naval Postgraduate School (U.S.). Dept. of Electrical and Computer Engineering
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1993
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 23
Subjects: ACOUSTIC DATA; ITERATIONS
Other titles: NPS-EC-93-025.
Description: 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. Prony's method, ARMA modeling.
Notes: Cover title.

"NPS-EC-93-025."

"September 15, 1993."

AD A278 841.

Includes bibliographical references (p. 17-18).

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