Prony's Method
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Prony's Method
Prony analysis (Prony's method) was developed by Gaspard Riche de Prony in 1795. However, practical use of the method awaited the digital computer. Similar to the Fourier transform, Prony's method extracts valuable information from a uniformly sampled signal and builds a series of damped complex exponentials or damped sinusoids. This allows for the estimation of frequency, amplitude, phase and damping components of a signal. The method Let f(t) be a signal consisting of N evenly spaced samples. Prony's method fits a function :\hat(t) = \sum_^ A_i e^ \cos(\omega_i t + \phi_i) to the observed f(t). After some manipulation utilizing Euler's formula, the following result is obtained. This allows more direct computation of terms. : \begin \hat(t) &= \sum_^ A_i e^ \cos(\omega_i t + \phi_i) \\ &= \sum_^ \frac A_i \left( e^e^ + e^e^\right) \end where: * \lambda^_i = \sigma_i \pm j \omega_i are the eigenvalues of the system, * \sigma_i = -\omega_ \xi_i are the damping comp ...
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Prony2
Prony or de Prony may refer to: * Gaspard de Prony (1755–1839), French mathematician and engineer ** Prony's method, a mathematical method to estimate the components of a signal ** Prony equation, hydraulics equation for fictional head loss ** Prony series, a model of viscoelasticity ** Prony brake, torque measurement device * Prony Bay, bay in New Caledonia * Prony, a city in New Caledonia, see List of cities in New Caledonia This article shows a list of cities, towns and villages in New Caledonia. Major cities and towns Provincial capitals are shown in bold. Hamlets (''Lieux-dits'') The villages or hamlets (french: lieux-dits) of New Caledonia are ordered by Adm ... * French corvette ''Prony'' See also * Pronya, a river in Ryazan and Tula Oblasts in Russia {{disambig, geo, surname ...
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Gaspard Riche De Prony
Baron Gaspard Clair François Marie Riche de Prony (22 July 1755 – 29 July 1839) was a French mathematician and engineer, who worked on hydraulics. He was born at Chamelet, Beaujolais, France and died in Asnières-sur-Seine, France. Education and early works He was Engineer-in-Chief of the École Nationale des Ponts et Chaussées. The trigonometric and logarithmic tables of the cadastre In 1791, de Prony embarked on the task of producing logarithmic and trigonometric tables for the French Cadastre. The effort was sanctioned by the French National Assembly, which, after the French Revolution wanted to bring uniformity to the multiple measurements and standards used throughout the nation. In particular, his tables were intended for precise land surveys, as part of a greater cadastre effort. The tables were vast, calculating logarithms from 1 to 200,000, with values calculated to between fourteen and twenty-nine decimal places, (which de Prony recognized was excessively pr ...
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Fourier Transform
A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed, which will output a function depending on temporal frequency or spatial frequency respectively. That process is also called ''analysis''. An example application would be decomposing the waveform of a musical chord into terms of the intensity of its constituent pitches. The term ''Fourier transform'' refers to both the frequency domain representation and the mathematical operation that associates the frequency domain representation to a function of space or time. The Fourier transform of a function is a complex-valued function representing the complex sinusoids that comprise the original function. For each frequency, the magnitude (absolute value) of the complex value represents the amplitude of a constituent complex sinusoid with that ...
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Damped Sinusoid
Damping is an influence within or upon an oscillatory system that has the effect of reducing or preventing its oscillation. In physical systems, damping is produced by processes that dissipate the energy stored in the oscillation. Examples include viscous drag (a liquid's viscosity can hinder an oscillatory system, causing it to slow down; see viscous damping) in mechanical systems, resistance in electronic oscillators, and absorption and scattering of light in optical oscillators. Damping not based on energy loss can be important in other oscillating systems such as those that occur in biological systems and bikes (ex. Suspension (mechanics)). Not to be confused with friction, which is a dissipative force acting on a system. Friction can cause or be a factor of damping. The damping ratio is a dimensionless measure describing how oscillations in a system decay after a disturbance. Many systems exhibit oscillatory behavior when they are disturbed from their position of static ...
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Euler's Formula
Euler's formula, named after Leonhard Euler, is a mathematical formula in complex analysis that establishes the fundamental relationship between the trigonometric functions and the complex exponential function. Euler's formula states that for any real number : e^ = \cos x + i\sin x, where is the base of the natural logarithm, is the imaginary unit, and and are the trigonometric functions cosine and sine respectively. This complex exponential function is sometimes denoted ("cosine plus i sine"). The formula is still valid if is a complex number, and so some authors refer to the more general complex version as Euler's formula. Euler's formula is ubiquitous in mathematics, physics, and engineering. The physicist Richard Feynman called the equation "our jewel" and "the most remarkable formula in mathematics". When , Euler's formula may be rewritten as , which is known as Euler's identity. History In 1714, the English mathematician Roger Cotes presented a geometrical ar ...
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Imaginary Unit
The imaginary unit or unit imaginary number () is a solution to the quadratic equation x^2+1=0. Although there is no real number with this property, can be used to extend the real numbers to what are called complex numbers, using addition and multiplication. A simple example of the use of in a complex number is 2+3i. Imaginary numbers are an important mathematical concept; they extend the real number system \mathbb to the complex number system \mathbb, in which at least one root for every nonconstant polynomial exists (see Algebraic closure and Fundamental theorem of algebra). Here, the term "imaginary" is used because there is no real number having a negative square. There are two complex square roots of −1: and -i, just as there are two complex square roots of every real number other than zero (which has one double square root). In contexts in which use of the letter is ambiguous or problematic, the letter or the Greek \iota is sometimes used instead. For example, ...
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Difference Equation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter k that is independent of n; this number k is called the ''order'' of the relation. If the values of the first k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In ''linear recurrences'', the th term is equated to a linear function of the k previous terms. A famous example is the recurrence for the Fibonacci numbers, F_n=F_+F_ where the order k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on n. For these recurrences, one can express the general term of the sequence as a closed-form expression of ...
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Generalized Pencil-of-function Method
Generalized pencil-of-function method (GPOF), also known as matrix pencil method, is a signal processing technique for estimating a signal or extracting information with complex exponentials. Being similar to Prony and original pencil-of-function methods, it is generally preferred to those for its robustness and computational efficiency. The method was originally developed by Yingbo Hua and Tapan Sarkar for estimating the behaviour of electromagnetic systems by its transient response, building on Sarkar's past work on the original pencil-of-function method. The method has a plethora of applications in electrical engineering, particularly related to problems in computational electromagnetics, microwave engineering and antenna theory. Method Mathematical basis A transient electromagnetic signal can be represented as: :y(t)=x(t)+n(t) \approx \sum_^R_i e^ + n(t); 0 \leq t \leq T, where : y(t) is the observed time-domain signal, : n(t) is the signal noise, : x(t) is the actual ...
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Digital Signal Processing
Digital signal processing (DSP) is the use of digital processing, such as by computers or more specialized digital signal processors, to perform a wide variety of signal processing operations. The digital signals processed in this manner are a sequence of numbers that represent samples of a continuous variable in a domain such as time, space, or frequency. In digital electronics, a digital signal is represented as a pulse train, which is typically generated by the switching of a transistor. Digital signal processing and analog signal processing are subfields of signal processing. DSP applications include audio and speech processing, sonar, radar and other sensor array processing, spectral density estimation, statistical signal processing, digital image processing, data compression, video coding, audio coding, image compression, signal processing for telecommunications, control systems, biomedical engineering, and seismology, among others. DSP can involve linear or nonli ...
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