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Potential Signal Decomposition Parameters Accuracy Research Using Prony’s Series in Noise Presence


E. V. Verstakov, V. D. Zakharchenko

Potential noise stability estimation of Prony’s method is carried out for a signal composed of two complex-conjugate exponents. Cramer-Rao bound analytical expressions for an estimation of signal decomposition parameters are calculated using maximum likelihood method. The specification algorithm of parameters estimation allowing to improve signal decomposition accuracy of an order using Prony’s series is proposed. Results of statistical modeling are presented.
June 24, 2020
May 29, 2020

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