Prony, Pad\'e, and Linear Prediction for Interpolation and Approximation in the Time and Frequency Domain Design of IIR Digital Filters and in Parameter Identification

Abstract

Model based signal processing or signal analysis or signal representation has a rather different point of view from the more traditional filtering and algorithm based approaches. However, in all of these, the names of Prony, Pad\'e, and linear prediction come up. This note examines these ideas with the goal of showing they are all based on the same principles and all can be extended and generalized. A particular application is the frequency sampling design of IIR digital filters.