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 浙江大学学报(工学版)  2018, Vol. 52 Issue (6): 1157-1166    DOI: 10.3785/j.issn.1008-973X.2018.06.015
 电气工程

Prony's method on frequency domain to estimate two overlapped components
WANG Yu, WEI Wei
College of Electrical Engineering, Zhejiang University, Hangzhou 310027, China
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Abstract:

Given five points around the peak of the windowed DFT values and based on the property of Hann window's DTFT, the estimation of complex frequencies was transformed to an equation group of higher degree with two unknowns. Solving the equation group was equivalent to estimating the coefficients of a difference equation according to Prony's method, The singular value decomposition method was applied by rewriting the difference equation into the matrix form, and the number of overlapped components on the interpolation points was evaluated. The algorithm to estimate single or double components was provided and easily extended to deal with three or more overlapped components. The amplitude and phase of components could be archived by the least squares method with frequencies estimated. When interpolation points contain only one component, all three methods have similar estimation results. when interpolation points contain two overlapped components, the proposed method provides accurate estimations, while the other two fail.

 CLC: TP241

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#### 引用本文:

WANG Yu, WEI Wei. Prony's method on frequency domain to estimate two overlapped components. JOURNAL OF ZHEJIANG UNIVERSITY (ENGINEERING SCIENCE), 2018, 52(6): 1157-1166.

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