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Pisarenko harmonic decomposition

Pisarenko harmonic decomposition, also referred to as Pisarenko's method, is a method of frequency estimation. This method assumes that a signal, , consists of complex exponentials in the presence of white noise. Because the number of complex exponentials must be known a priori, it is somewhat limited in its usefulness.

History
The method was first discovered in 1911 by Constantin Carathéodory, then rediscovered by Vladilen Fedorovich Pisarenko in 1973 while examining the problem of estimating the frequencies of complex signals in white noise. He found that the frequencies could be derived from the eigenvector corresponding to the minimum eigenvalue of the autocorrelation matrix. ==See also==
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