What is pronys?

Pronys method is a numerical algorithm used for finding the exponential coefficients of a Fourier series approximation of a signal or a data set. The algorithm involves solving a system of linear equations, typically using least-squares regression in order to obtain the coefficients. Pronys method is commonly used in signal processing applications such as speech processing, time series analysis, and vibration analysis. The method is named after French mathematician Gaspard Clair François Marie Riche de Prony who first proposed it in 1795. Despite its age, Prony’s method remains a useful and popular tool for signal analysis due to its accuracy and reliability.