Choosing an Optimal Sampling Rate to Improve the
Performance of Signal Analysis by Prony's Method
Oleg Yu. Bushuev and Olga L. Ibryaeva
 samples to be processed.
Abstract—Many physical phenomena are described by
equations whose solution is an exponential decay. Determining
the amplitudes, damping factors and oscillating frequencies
from experimental data is a common task in various areas of
science and technology. Prony’s method is a well-known tool for
estimating these parameters. However in some cases, especially
when the signal-to-noise ratio is small, Prony’s method may
inaccurately estimate damping factors and oscillating
frequencies. Hence, this paper investigates possible ways for
improving the performance of Prony’s method when analyzing
the output signal of a pressure transducer. It is shown that by
choosing optimal parameter values to reduce the condition
number it is possible to increase the accuracy of Prony’s
method. The algorithm for choosing the optimal sampling rate is
presented.
Keywords—Condition number, Prony’s method, sampling
rate, frequency estimation, model order.
I. INTRODUCTION
pressure transducer is an elastic body consisting of
A several mechanical components. The frequencies of the
natural vibrations of these components depend primarily
on the transducer structure rather than on ambient conditions.
If these frequencies are estimated and isolated from those
frequencies caused by the process, it will be possible to detect
the condition of the transducer itself. The key technical
challenge is to estimate the parameters of a pressure
transducer output signal (such as frequencies or damping
factors) with very high accuracy in order to be able to detect
small shifts. The conventional method of spectral analysis is
the Fourier transform which suffers from various
shortcomings, including the resolution limit depending on the
response duration.
Prony’s method is an alternative to the Fourier transform
widely applied to spectral analysis. It provides high-accuracy
estimation for amplitudes, damping factors, frequencies and
phases of signals.
Unfortunately, in practice there are some disadvantages
with Prony’s method because it is very sensitive to noise.
Therefore special techniques are needed to analyze real
signals with Prony’s method. Moreover, the accuracy of the
method depends on parameters choices, such as the model
order, the sampling rate of the signal and the number of
Manuscript received February 11, 2012.
O.Yu. Bushuev is with the Computer-measurement department, South
Ural State University, Chelyabinsk, Russia (corresponding author, phone: +7-
904-306-45-81; e-mail: bushuev@init.susu.ac.ru).
O.L. Ibryaeva is with the Department of differential equations and
dynamical systems, South Ural State University, Chelyabinsk, Russia (e-mail:
oli@6v6power.ru).
978-1-4673-1118-2/12/$31.00 ©2012 IEEE 634
In [1] and [2] it is stated that the accuracy of the
frequencies estimated by Prony’s method depends on the
sampling rate of the analyzed signal. Guidelines for choosing
the optimal sampling rate are presented, but they are limited
to a particular application.
In this paper an analysis of the influence of the parameter
values will be discussed, and a simple but powerful algorithm
for choosing the optimal sampling rate is presented. Our
algorithm is based on minimizing condition numbers of
matrices arising in the Prony’s method.
The main contribution of this research is to improve the
performance of Prony’s method for the spectral analysis of
pressure transducer signals. It is achieved by pre-processing
the signal data, roughly estimating the frequencies using a
Fourier transform, choosing the optimal sampling rate and
then analyzing the signal by Prony’s method.
The layout of the paper is as follows. Section 2 provides a
brief description of Prony’s method and potential ways to
improve it. In section 3 the algorithm for choosing the
optimal sampling rate is presented. Results from simulations
are discussed in section 4. Finally, conclusions and future
plans are stated.
II. PRONY’S METHOD
A. Conventional Algorithm of Prony’s Method
Prony’s method is based on fitting a sum of exponential
terms to the measured data.
It can identify the amplitudes a j , damping factors V j
( V j t 0 ), frequencies f j and phases M j of the signal
n V t
s (t )= ¦ a j e j cos(2Sf j t M j ) , (1)
j =1
which is a sum of n non-increasing cosine curves. Without
loss of generality, we may assume that 0 < f1 <  < f n .
The signal (1) can also be written in the following form:
p
¦Ae
J jt
s (t ) , (2)
j
j 1
Here there are p 2n complex exponentials (two for
each of cosine curve).
In general, the Prony’s method involves three steps
(see [3]):
1) Construction of a linear prediction (LP) model from the
observed data and solving it.
2) Computation of the roots of the characteristic
polynomial equation generated by the LP model.
TSP 2012
 3) Solving the original set of linear equations in order to Decomposition is used.
estimate the exponential amplitude and the sinusoidal phase. One further approach is to use both forward and backward
The original Prony’s method estimates A j and J j using linear prediction polynomial zeros and to separate genuine
and noisy zeros by comparing the two sets of results.
2 p samples of a signal:
C. Optimization of Parameters for Use with Prony’s
s m = s (mT ), (3) Method
where m = 0,1,  ,2 p  1 and T is the sampling period. All the ways mentioned in the previous subsection improve
J jT the performance of Prony’s method insufficiently. It is
Denoting z j = e , j = 1, , p, then: possible to obtain better results if optimal parameter values
p
J j mT
p are used to influence performance. These parameters are:
sm = ¦ A j e = ¦A j z mj , m = 0,1, ,2 p  1. (4) x The model order,
j =1 j =1 x The number of samples under analysis,
A polynomial can be constructed: x The sampling rate of the signal,
p x A parameter that separates genuine and noisy zeros
( z  z1 )( z  z 2 ) ( z  z p ) = ¦D k z k , D p = 1. (5) within the forward – backward linear prediction
k =0 algorithm.
From (4) and (5) the following sum is equal to zero: In order to choose optimal values for these parameters the
p p
§ p · p p mathematical interaction between these parameters and the
¦ s D
k m k = ¦ ¨ ¦ j j ¸ k ¦ j j ¦D k z j = 0
¨ A z k m
¸D = A z m k
performance of the method should be clearly understood.
k =0 k = 0 © j =1 ¹ j =1 k =0 In the present paper we study how a sampling rate
for m = 0,1, , p  1. influences the method performance. To estimate A j and J j
As a result a set of equations are formed: of the signal s (t ) it is necessary to solve the systems of
p

¦s
equations (7) and (8). It is well-known that for the relative
D k = 0, m = 0,1, , p  1. (6)
k =0
k m error Gx of the solution of the linear system Ax = b the
following inequality is true:
Given that D p = 1 (6) can be rewritten as:
GA  Gb
p 1 Gx d condA ˜ , (9)
1  condA ˜ GA
¦s
k =0
k m D k =  s p  m , m = 0,1, , p  1. (7)
where GA A data, and
is the relative error of matrix
1
After solving equations (7), coefficients Dk of (5) are condA || A || ˜ || A || is the condition number of A
obtained. (recall that condA t 1 for any A and for any matrix norm
The second step involves the computation of the roots || A || ).
z j of the characteristic polynomial (5). Then frequencies f j The smaller the condition number of the matrixes in (7)
and damping factors Vj are estimated. Finally, using z j the and (8), the better the results obtained.
The matrix in equation (8) is the well-known
complex amplitudes A j are estimated by solving the set of Vandermonde matrix (see [5]-[6]):
p equations (4): § 1 1  1 ·
¨ ¸
p
¨ z1 z2  zp ¸
sm = ¦A j z mj , m = 0,1, , p  1. V =¨ ,
  ¸
(8)
 
j =1 ¨ p 1 ¸
B. Ways to Improve the Performance of Prony’s Method
¨z
© 1 z 2p 1  z pp 1 ¸¹
Prony’s method in its original form is very sensitive to
noise. In practice, techniques can be used to improve its while the matrix in equation (7) can be written as
performance. Firstly, more than 2n experimental noisy points
can be used to determine 2n parameters and to search for § A1Ap  Az p1 p1 ·
coefficients D k in (7) by the least squares method. ¨ 1 1 Apzp ¸
¨ ¸
Another approach (described in [4]) is to use Prony’s ¨ Az A z  Az p p ¸
method first with model order q larger than the expected M=¨ 11 pp 1 1 Apzp ¸
number of exponential components p. The result is a set of q ¨   ¸
exponentials that are candidates for the signal components. ¨ ¸
¨ p1  ¸
Apzpp1 
The next step is to determine a smaller subset of exponentials 2p 2 2p 2
which gives the best fit to the observed data using the least ¨ Az
1  Az
1 1 Apzp ¸¹
© 1
squares criterion. To determine the number of exponential
components in TLS-Prony’s method Singular Value

635
 It can be verified that this matrix has a factorization
M = VA V T , where VT is the transposed Vandermonde
§ A1 0  0 ·
¨ ¸
¨0 A2  0 ¸
matrix and A = ¨
  ¸
.
 
¨ ¸
¨0 0  A p ¸¹
©

Suppose _ zO _d 1 , O 1… p . It is so when real signals

can be approximated by a sum of damped ( _ zO _ 1 ) or non-
increasing ( _ zO _ 1 ) sinusoids. Fig. 1. Relationship between the logarithms of condition numbers of M and V
and the sampling rate (Fs) for the signal with three modes.
It is shown [7] that the condition number of M, where
_ zO _d 1 , can be estimated as
III. CHOOSING THE OPTIMAL SAMPLING RATE
2( p 1)
A §2· In this section we propose an algorithm for choosing the
cond M d p 3 ˜ max ˜¨ ¸  (10)
Amin ©d ¹ optimal sampling rate for a signal to be represented as a sum
of damped cosine curves with frequencies and damping
where Amax max _ AO _ , Amin min _ AO _ , p is the factors which are to be estimated by Prony’s method.
1d O d p 1d O d p
Suppose that the number n of cosine curves are known
number of exponentials, and d min _ zQ  zk _ . and that the approximate values of their frequencies can be
Q zk
For matrix V a similar estimate can be obtained from the estimated, for instance, by a conventional Fourier transform.
results of [8]: Using these approximate values f1 <  < f n we determine
( p 1)
§2· the optimal value of sampling rate Fsopt to ensure minimal
cond V d p ˜ ¨ ¸ . (11)
©d ¹ error when further estimating the frequencies using Prony’s
From these estimates can concluded the following. The method.
condition number can be decreased either by reducing If we assume that all the damping factors V j are almost
parameter p or by increasing d. In practice p can be decreased
equal to each other, i.e. all the nodes z1 , , z p are placed on
by bandpass filtering the signal and then analyzing the new
signals with a smaller number of exponentials or damped V T
one circle with the center at zero and the radius e j , then
sinusoids. the optimal location of these nodes is as vertexes of a regular
Next the distance d min _ zQ  zk _ between the nodes polygon.
Q zk
J jT Omax
can be increased. Since z j = e the distance d and the Let us consider the spectral norm, i.e. cond V = ,
Omin
condition numbers of the matrixes M , V all depend on the
where Omax (Omin ) is the maximum (minimum) singular
parameter T , that is, the sampling period of the signal s (t ) .
value of matrix V .
This is why the sampling rate influences the accuracy of the
solution. To ensure an optimal sampling rate, z1 , , z p It is known that if z1 , , z p are uniformly placed on a unit

should be located on the complex plane as further as possible circle, then cond V = 1.
from each other. It can be shown that if a1 =  = an and roots z1 , , z p
An example of the dependence between the sampling rate
are uniformly placed on a unit circle, then cond M = 1.
Fs (Fs = 1/T) and the condition numbers is presented in
Fig.1. In the example a signal that is a sum of three damped Real cosine curves lead to complex conjugate nodes
sinusoids is considered. The frequencies are 400 Hz, 750 Hz z n 1 = z n* , , z p = z1* . It means that z1 , , z p , ( p 2n )
and 1500 Hz and the damping factors are 100, 50, 150 are uniformly placed on the unit circle, if and only if they are
respectively. the vertexes of a regular polygon which is symmetrical with
It can be seen that the optimal sampling rate for the respect to X-axis, i.e.
example is in the range around 3500 Hz.
S 3S (2n  1)S
In the next section we will describe an algorithm for arg z1 = , arg z 2 = ,  , arg z n = .
choosing the optimal sampling rate for the given signal. 2n 2n 2n
Note that arg z k 2Sf k T , k 1,  n, where T is the
sampling period.

636
 § 1 ·
¨ 4n ¸
§ f1 · ¨ ¸
¨ ¸ ¨ 3 ¸
¨ f2 ¸
F B ¨ 4n ¸
¨  ¸ ¨ ¸
¨ ¸
fn ¹ ¨  ¸
© ¨ 2n  1 ¸
¨ ¸
© 4n ¹

3. Calculate the optimal value of the sampling period

Fig. 2. The relation between the condition numbers of M and V, the Euclidean
norm of the expression (FT-B) and the sampling rate.
It is thus possible to formulate the rule for choosing Topt
which should be chosen to minimize the norm of the
expression:
† 1
Topt = F B and sampling rate Fsopt .
Topt
If p is large and the values of frequencies differ too
greately from one another (for instance, 100 Hz and 150
kHz), then calculated Fsopt may be less than Nyquist rate.
Such a signal should be bandpass filtered to obtain several
signals with narrow band. Further for each new signal the
proposed algorithm and Prony’s method can be applied.

§ 1 · IV. SIMULATION AND RESULTS

¨ 4n ¸ Consider a signal that is a sum of three damped cosine
§ f1 · ¨ ¸
¨ ¸ ¨ 3 ¸ curves:
¨ f2 ¸ 3
F ˜T  B ˜ T  ¨ 4n ¸ . (12) s (t ) ¦a e D  kt
cos  2S f k t  Mk  (14)
¨  ¸ ¨ ¸ k
¨ ¸ ¨  ¸ k 1

© fn ¹ ¨ 2n  1 ¸
¨ ¸
© 4n ¹
Numerical experiments suggest the use of the Euclidean
norm for the expression (12). In Fig. 2 logarithms of the
condition numbers of M and V and the Euclidean norm of
(12) for different sampling rates are presented.
Fig. 2 shows that the minimum of the Euclidean norm
|| F ˜ T  B ||2 corresponds to the minimum value of the
condition numbers of M and V. Note that this norm was
selected in [9] in the similar problem of minimizing the
condition number of the Vandermonde matrix.
The minimum of the Euclidean norm can be easily found
† with the estimated parameters for these sampling rates are
using a pseudoinverse matrix F :
Topt = F † B.
Now we can present the algorithm for choosing the optimal
sampling rate. The algorithm is broken down into three steps.
1. Pre-process the signal, estimating the number n and
rough values of the frequencies f1 <  < f n .
The values of frequencies and damping factors, influencing
the optimal sampling rate, are presented in Table I. We add
white noise to the signal to obtain a noisy signal with signal-
to-noise ratio (SNR) of 30 dB.
Parameters of the signal (amplitudes, frequencies, damping
factors and phases) are estimated by means of the original
Prony’s method. To check the proposed algorithm we take
the signal with different sampling rates:
1) Fs = 2900 Hz, that is about the Nyquist rate for the
signal;
2) Fs = 3800 Hz, that is calculated according to the
algorithm and is optimal for the signal;
3) Fs = 4700 Hz.
The noisy signal (SNR = 30 dB) and its reconstruction
presented in Fig. 3-5. Solid lines correspond to the signal, and
dotted lines correspond to the reconstruction.
(13) The figures show that the value Fs = 3800 Hz appears to be
the optimal sampling rate for the signal. Estimated parameters
obtained from the noisy signal with this sampling rate are
very close to their actual values.
TABLE I
SIGNAL PARAMETERS

2. Compose the columns F and B: Mode Frequency

Damping
factor
1 500 Hz 100
2 1100 Hz 200
3 1400 Hz 250

637

Fig. 3. Noisy signal (SNR = 30 dB) and its reconstruction, Fs=2900 Hz
Fig. 4. Noisy signal (SNR = 30 dB) and its reconstruction, Fs=3800 Hz
Fig. 5. Noisy signal (SNR = 30 dB) and its reconstruction, Fs=4700 Hz
Note that we use the original Prony’s method. It estimates
12 parameters of the signal using its 2p=12 samples.
TLS-Prony’s method (that uses N>2p samples) will result in a
higher accuracy. In this case matrixes  and V are
rectangular. For the condition number of the rectangular
Vandermonde matrix upper and lower estimates are obtained
638
in [10]. The author concludes that the value of cond V can
be small if:
1) the number p of nodes z1, …, zp is small;
2) nodes z1, …, zp are uniformly placed on a circle.
It means that the proposed algorithm of choosing the
optimal sampling rate will result in minimum condition
number not only for the original Prony’s method but also for
TLS-Prony’s method since conditions 1) and 2) are desirable
for both methods.
V. CONCLUSION
In this paper ways to improve the performance of Prony’s
method were described. It was shown that one of the reasons
of its inaccuracy is the improper choosing of a signal
sampling rate since it can cause the large condition numbers
of matrixes arising in Prony’s method. Some ideas of how to
decrease the condition number were proposed.
An algorithm for choosing the optimal sampling rate of a
signal being analyzed was presented. It was shown how this
algorithm can be applied for analyzing a signal with several
examples. The algorithm may be applied when the pre-
processing of the signal is possible, for example, while
analyzing an output signal of a pressure transducer.
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