Prony, Pisarenko, and the matrix pencil: a unified presentation

In the past, the Prony and Pisarenko algorithms have been widely used in the pole zero identification of linear systems as well as in the problem of extracting harmonics embedded in noise. These techniques have also been applied successfully to the direction of arrival (DOA) problem. It is shown that these algorithms are equivalent to a recently proposed DOA estimation technique called the matrix pencil approach. >

[1]  D.H. Johnson,et al.  The application of spectral estimation methods to bearing estimation problems , 1982, Proceedings of the IEEE.

[2]  Mostafa Kaveh,et al.  The statistical performance of the MUSIC and the minimum-norm algorithms in resolving plane waves in noise , 1986, IEEE Trans. Acoust. Speech Signal Process..

[3]  S.M. Kay,et al.  Spectrum analysis—A modern perspective , 1981, Proceedings of the IEEE.

[4]  V. Pisarenko.  The Retrieval of Harmonics from a Covariance Function , 1973 .

[5]  Tapan K. Sarkar,et al.  A Generalized Approach to Direction Finding , 1986, MILCOM 1986 - IEEE Military Communications Conference: Communications-Computers: Teamed for the 90's.

[6]  S. Unnikrishna Pillai,et al.  Performance analysis of MUSIC-type high resolution estimators for direction finding in correlated and coherent scenes , 1989, IEEE Trans. Acoust. Speech Signal Process..

[7]  Tapan K. Sarkar,et al.  Perturbation analysis of TK method for harmonic retrieval problems , 1988, IEEE Trans. Acoust. Speech Signal Process..

[8]  James E. Evans,et al.  Application of Advanced Signal Processing Techniques to Angle of Arrival Estimation in ATC Navigation and Surveillance Systems , 1982 .

[9]  R. O. Schmidt,et al.  Multiple emitter location and signal Parameter estimation , 1986 .

[10]  Thomas Kailath,et al.  On spatial smoothing for direction-of-arrival estimation of coherent signals , 1985, IEEE Trans. Acoust. Speech Signal Process..

[11]  Ramdas Kumaresan,et al.  ESTIMATING THE PARAMETERS OF EXPONENTIALLY DAMPED OR UNDAMPED SINUSOIDAL SIGNALS IN NOISE , 1982 .