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Spectre

Spectre

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Published by: nradhy2725 on Jul 26, 2013
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17
Prony Spectra
Prony Spectrum
The
Prony Spectrum
option in the Spectral menu or the Spectral toolbaroffers the fitting of a sum of complex exponentials to uniformly sampleddata. Using this method, it is possible to fit exponentially damped sines,undamped sines, and damped exponentials.The primary utility of this procedure rests in fitting damped sines or thedamped exponentials that occur in multicomponent exponential decays.
Prony Spectrum 
17-1
Prony Spectra 
 
The complex exponential model fit is purely deterministic. Unlike theparametric models in the AR, MA, and ARMA procedures, there is nodriving white noise within the model. Although the complex exponentialmodel fit is the primary function of this procedure, an energy spectraldensity plot offers a graphical frequency domain representation.
Components
TheProny model’s components are implemented in AutoSignal as follows:
Sine
: Y=Ampl*sin(2*Pi*Freq*X+Phase)
Sine, ExpDamped 
: Y=Ampl*exp(-k*X)*sin(2*Pi*Freq*X+Phase)
Exponential
: Y=Ampl*exp(-k*x)
Algorithm
 AutoSignal offers three
Damped 
algorithms for fitting exponentially damped sinusoids. The
SVD
procedures are recommended for assessing component count and in removing the influence of noise so as to estimateas accurately as possible the component frequencies and damping factors.The
Dmp Svd 
is the recommended algorithm for fitting damped sinusoidsor multicomponent exponential decays. The normal equations analog, the
Dmp Svd NE
algorithm, may offer close to the same estimation accuracy if the
Dmp Svd 
option is too slow with large model orders and data sets. The
Damped 
procedure is fast, but it is also very sensitive to noise and shouldbe used only when very minimal noise is present.There are also three
Undamped 
algorithms for fitting sinusoids via a modification of the least-squares Prony method. Similar recommendationsapply. The
Undmp Svd 
algorithm should be the first choice, the normalequations
Undmp Svd NE
algorithm reserved for large model orders anddata sets where performance is a factor. The
Undamped 
procedure’s speedcomes at the price of considerable noise sensitivity.In terms of fitting undamped sinusoids, there is a strong similarity betweenthe linear sinusoidal fit based on the
Data Svd FB
algorithm in the
 AR (AutoRegressive) Spectrum
procedure and the
Undmp Svd 
Prony fit. Infact, for a given order and signal subspace, the estimated frequencies areidentical. The
Prony Undmp Svd 
procedure involves mapping the signalroots to the unit circle (to insure zero damping coefficients), and thenperforming the complex amplitude least-squares fit using these modifiedcomplex exponential coefficients. The
 AR Data Svd FB
algorithm’s linearsinusoidal fit directly performs a least-squares estimate and generally yieldsslightly more accurate amplitudes and phases.
17-2
Prony Spectrum 
Prony Spectra 
 
Model OrderSelection
Since the Prony frequencies derive from an AR fit, the model orderselection considerations are identical. Fitting AR models to harmonicsignals in the absence of noise is a simple matter. A model order of two isneeded to fully describe one oscillatory component. Similarly an order of four is needed to fully model two oscillatorycomponents. For real data,positive and negative frequency roots mirror one another. AutoSignalreports only the positive frequencies, but both sides of the spectrum must betaken into account. This is why the minimum order needed must be twicethe number of oscillatory components.Note that the damped exponentials which occur at or near 0 frequency arenon-oscillatory and do not exist as pairs mirrored across positive andnegative frequencies. Unlike an oscillatory component, each dampedexponential adds only one to the minimum order needed. A signal space of one thus describes a single exponential decay.In practice, there is usually some level of noise present in the data and a higher order model is needed to characterize the signal components. Withthe
SVD
routines, the order of the fit ceases to be critical. A tolerably highorder is needed, one that is sufficient to produce an effective partitioning of the signal and noise. The quality of the fit for the noise components is not a consideration, since these eigenvectors are discarded in the SVD processing. All that is needed is to accurately determine the signal space threshold. Formost data sets, this is far easier than determining an optimum AR order.Note that SVD removes the influence of noise only for the first step in theProny procedure, the determination of the frequencies and damping factors. AutoSignal does not blindly include all frequencies associated with roots. If those frequencies fall at or near the Nyquist bound, they are automatically filtered out. Similarly, unless the
 Allow Real Exp
checkbox is checked, thedamped exponentials which occur at or near 0 frequency are removed. Thisbox must be checked for fitting multicomponent exponential decay data. While the SVD signal-noise determination is probably the best way todetermine the damped sinusoid count, an alternative exists within the Prony procedure. The
Plot Roots
option for the damped algorithms displays twosets ofcomplexroots. The forward prediction roots, those used forestimating the frequencies and damping coefficients, will use the ‘+’ symbol.The backward prediction roots are also shown using the ‘o’ symbol. Withexponentially-damped sinusoids, the roots for the signal components shouldbe inside the unit circle for forward prediction, and outside for backwardprediction. Roots for the noise components are usually inside the unit circle
Prony Spectrum 
17-3
Prony Spectra 

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