A possibility for parametric signal estimation by Prony class methods is investigated in this work. So-called exponential-sinusoidal models are considered. These models comprise damped exponentials, damped and undamped sinusoidals, and various their additive combinations. Two main methods – the classical Prony method and Prony method with prefiltering – are studied in this work. The formulas for estimation of parameters of undamped and damped sinusoidals by the classical Prony method are derived. The algorithm for calculation of the impulse response of the filter used in Prony method with prefiltering is given. Software for estimation of exponential-sinusoidal models by Prony class methods is developed (in the MATLAB environment). Numerical experiments are carried out using the software developed. The conclusions on possibilities of application of the classical Prony method and Prony method with prefiltering are stated on the basis of simulation results.