Prony Algorithm Toolbox

Resource Overview

Prony Algorithm Toolbox - An implementation of Prony's method which approximates equally spaced sampled data using linear combinations of exponential terms, enabling analysis of signal amplitude, phase, damping factors, and frequency components. Key implementation considerations include: data preprocessing techniques, model order selection strategies, signal subspace identification methods, signal-noise separation algorithms, root inspection procedures, and residual assessment metrics.

Detailed Documentation

The Prony Algorithm Toolbox provides a comprehensive implementation of Prony's method, a technique that fits equally spaced sampled data using linear combinations of exponential terms. This approach enables detailed signal analysis including amplitude, phase, damping factors, and frequency characteristics. The toolbox addresses critical implementation aspects such as data preprocessing routines, model order selection algorithms with corresponding criteria, signal subspace selection methods, signal and noise separation techniques, root inspection procedures, and residual assessment metrics. PTbox offers flexible parameter comparison capabilities, allowing simultaneous visualization and analysis of multiple parameter variations to enhance data understanding through comparative result displays.