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.^[1] 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 the estimation of frequency, amplitude, phase and damping components of a signal.

^ Hauer, J. F.; Demeure, C. J.; Scharf, L. L. (1990). "Initial results in Prony analysis of power system response signals". IEEE Transactions on Power Systems. 5 (1): 80–89. Bibcode:1990ITPSy...5...80H. doi:10.1109/59.49090. hdl:10217/753.

[1] Hauer, J. F.; Demeure, C. J.; Scharf, L. L. (1990). "Initial results in Prony analysis of power system response signals". IEEE Transactions on Power Systems. 5 (1): 80–89. Bibcode:1990ITPSy...5...80H. doi:10.1109/59.49090. hdl:10217/753.

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