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The current code and documentation for the esprit() function has some inaccuracies.
While the documentation states it uses the model of p sines (See Given length N signal "x" that is the sum of p sinusoids of unknown frequencies, estimate and return an array of the p frequencies.) in reality the Esprit algorithm assumes p complex exponents.
The difference is crucial as in the case of estimating the frequencies of a set of p real sines the algorithm will yield p frequencies yet in duals of positive and negative frequencies (While is the data is complex exponents the p frequencies will match the p frequencies of the model).
So documentation should clarify the model is about complex exponent and in case of estimating real signal (sine / cosine) the input for frequencies should be 2p and then filter the negative frequencies).
The text was updated successfully, but these errors were encountered:
The current code and documentation for the
esprit()
function has some inaccuracies.While the documentation states it uses the model of
p
sines (SeeGiven length N signal "x" that is the sum of p sinusoids of unknown frequencies, estimate and return an array of the p frequencies.
) in reality the Esprit algorithm assumesp
complex exponents.The difference is crucial as in the case of estimating the frequencies of a set of
p
real sines the algorithm will yieldp
frequencies yet in duals of positive and negative frequencies (While is the data is complex exponents thep
frequencies will match thep
frequencies of the model).So documentation should clarify the model is about complex exponent and in case of estimating real signal (sine / cosine) the input for frequencies should be
2p
and then filter the negative frequencies).The text was updated successfully, but these errors were encountered: