Mathematical Formula:

Prony Analysis
~
A= { A i } n R n
i=1
+n
~
a={ ai } n R
i=1
n

en ( ) Ai e

ai

i=1

pe ( )

(equation 1)

(equation 2)

(equation 3)

pe ( ) A i ea
i

i=1

j ' j j

(equation 4)

(equation 5)

en , p=
j1

'

Ai ea pe ( ) , j=1,2, . , p
i

i=1

(equation 6)

Prony Approximation
E(2 nxn ) . A=P(2 n x 1)

(equation 7)

E(pxn ) . A=P( px 1)

(equation 8)

Higher Order Moment of Error Rates

p
[ e ( ) ]
pe ( )E

M k =E

(equation 9)

P e = Ai (ai)
i=1

(equation 10)

i1

A i (2a i ) + 2 A i A j (aia j )
i=2 j=1

(equation 11)

[ e ( ) 2]=
i =1

Bollinger Bands
1

B 1=P e ( )( M 2 log ( 1 ) )

B 2=P e ( )( M 2 log ( 1 ) )

(equation 12)
(equation 13)

Moment Generating Function

2

s +

f ( | )=

2
2 s2

( )

n2
4

2 2

In (
2

s
)
2

(equation 14)

n
2 2

( t )=(12 t ) e

s t
12t

(equation 15)