CHAPTER 2 PRONY ANALYSIS School of （第二章普龙尼分析学院的）.pdf

CHAPTER 2 PRONY ANALYSIS Prony analysis has been shown to be a viable technique to model a linear sum of damped complex exponentials to signals that are uniformly sampled. The Prony analysis was developed by Gaspard Riche, Baron de Prony in 1795 in order to explain the expansion of various gases (de Prony 1795, Hildebrand 1974 and Marple 1987). In his original paper, Prony proposed fitting a sum of exponentials to equally spaced data points and extended the model to interpolate at intermediate points. The Prony analysis is not only a signal analysis technique but also a system identification method, which is widely used in the areas of power system electromechanical oscillation, biomedical monitoring, radioactive decay, radar, sonar, geophysical sensing and speech processing. 2.1 Comparison Between Fourier Series and Prony Analysis As compared to other oscillatory signal analysis techniques such as those of Fourier, Prony analysis has the advantage of estimating damping coefficients apart from frequency, phase and amplitude. In addition, it best fits a reduced-order model to a high- order system both in time and frequency domains (Marple 1987). Major differences between Fourier series and Prony analysis are listed in Table 2.1.1. 1 Table 2.1.1 Comparison Between Fourier Series and Prony Analysis Fourier Series (FS) Prony Analysis (PA) 1. FS is a Non-Parametric method. PA is a Parametric method. FS fits a sum of undamped complex PA fits a sum of damped complex 2. exponentials. exponentials. Apart from amplitude, phase and FS computes amplitude, phase and 3. fre