A modified TLS-Prony method using data decimation

Abstract

The paper introduces a modified TLS-Prony method that incorporates data decimation. The use of data decimation results in the reduction in the computational complexity because one high-order estimation is replaced by several low-order estimations. The authors present an analysis of pole variance statistics for this modified TLS-Prony method. This analysis provides a quantitative comparison of the parameter estimation accuracy as a function of decimation factors. The authors show that by using decimation, one can obtain comparable statistical performance results at a fraction of the computational cost, when compared with the conventional TLS-Prony algorithm.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>