Alguns Aspectos do Desenvolvimento do Método de Filtragem de Prony

Translated title of the contribution: Some Aspects of the Development of the Prony Filtering Method

Igor B. de Oliveira, Georgy M. Mitrofanov, Viatcheslav I. Priimenko, João Carlos P.S. Freires

Research output: Contribution to journalArticlepeer-review


Decomposition based on the Prony transform is widely used to solve various engineering and scientific problems, representing a discrete dataset in the form of a linear combination of complex exponentials or damped sinusoids. Each of these functions is determined by four real parameters: amplitude, attenuation, frequency and phase. In this article, we propose a new workflow, based on the classic Prony and Matrix Pencil methods to determine the damped signals considering their locality and frequency heterogeneity. After estimating the parameters a certain procedure is constructed. This procedure selects the parameters using different criteria and can be called as Prony filtering. We have demonstrated the capabilities of the proposed algorithms and workflow, which provide an optimal set of damped terms for the Prony decomposition for an arbitrary window. The results obtained show good accuracy in the selection of the decomposition components and posterior approximation of damped signals. The accuracy of the results is guaranteed by the quasi-orthogonality of the basis functions of the Prony decomposition on finite intervals.

Translated title of the contributionSome Aspects of the Development of the Prony Filtering Method
Original languagePortuguese
Pages (from-to)147-158
Number of pages12
JournalRevista Brasileira de Geofisica
Issue number1
Publication statusPublished - 2021


  • Damped signals
  • Matrix Pencil method
  • Prony’s method
  • Signal fitting




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