Transactions of the Society of Instrument and Control Engineers
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
Iterative Prony Spectral Estimation Algorithm for Low SNR Signals
Tetsuya SHIMAMURAShin-ichi TAKAHASHIMasatoshi HIURA
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1990 Volume 26 Issue 7 Pages 757-764

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Abstract

In this paper we propose a high resolution spectral estimation algorithm for sinusoidal signals corrupted by white noise. This algorithm could estimate the frequencies of measured signals more accurately than IFA9) can do, under the low SN ratio.
For Hildebrand's Prony method, the AR spectral estimation procedure is extended. The proposed algorithm employs the extended Prony method iteratively and then designs a prefilter which has parallel structure by the first order filter with complex coefficients. As a result, the SN ratio of measured signals is increased and the estimation accuracy could be improved.

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