Time series analysis applications of eigenstructure algorithms focus on temporal frequency estimation. The authors show that the ESPRIT algorithm can also be applied to simple phase delays for sinusoids. They show that a time delay data model can be rendered in the ESPRIT matrix pencil structure. The PRO-ESPRIT formulation can be then utilized to solve for phase delays among sinusoids. An application area for this algorithm is the estimation of short time delays for low frequency sinusoids comprising EEG (electroencephalographic) recordings derived from different neural sites during epileptic seizure activity.
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