Statistical analysis of TLS-based prony techniques

Suggested running title|Statistical Analysis of TLS-Based Prony. Subtitle|We present an analysis of the statistics for the TLS-Prony method by deriving the covariance matrix of the estimated parameters. We verify the theoretical results using Monte-Carlo simulations and compare them to their Cram er-Rao bounds. Abstact We present an analysis of parameter variance statistics for the TLS-Prony method applied to damped exponential signals. We derive the covariance matrix of the estimated parameters for this method. The parameters include the magnitudes and angles of the poles, and the magnitudes and angles of the amplitude coeecients. We verify the theoretical results using Monte-Carlo simulations studies. We also compare the variance results to the corresponding Cram er-Rao bounds for several cases.