I never heard about the "Prony" algorithm, but if it does what you describe then it's easy to implement, isn't it? Have you tried it? Any problems? Or are you concerned about performance?
No, I haven't implemented it yet. That's why I'm looking around for available solutions before trying to do it myself. As Fons already pointed out, the algorithm isn't trivial at all if you want to do it right and in an efficient manner. There are also issues with numerical instability when the input is noisy.
In case anyone's interested in this stuff, here's a closer description of the problem with some references:
http://www.statsci.org/other/prony.html
I'd really appreciate further pointers about descriptions and efficient implementations of that method. I think I read somewhere that netlib has a corresponding module, but I wasn't able to locate it.
Alternatively, is there any other spectrum estimation method which gives a reasonably good approximation of the main partials of a (pseudo-)periodic signal (FFT is too bad in the lower frequencies)? Does anyone have any experience (or even code) with using wavelets for that purpose?
Cheers, Albert
-- Dr. Albert Gr"af Dept. of Music-Informatics, University of Mainz, Germany Email: [EMAIL PROTECTED], [EMAIL PROTECTED] WWW: http://www.musikwissenschaft.uni-mainz.de/~ag
