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[DOC] Inaccuracy in the Esprit Algorithm Documentation Code #416

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RoyiAvital opened this issue Mar 31, 2021 · 1 comment
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[DOC] Inaccuracy in the Esprit Algorithm Documentation Code #416

RoyiAvital opened this issue Mar 31, 2021 · 1 comment

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@RoyiAvital
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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).

@galenlynch
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PR welcome

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