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Parameter estimation for nonincreasing exponential sums by Prony-like methodsPotts, Daniel, Tasche, Manfred 02 May 2012 (has links) (PDF)
For noiseless sampled data, we describe the close connections between Prony--like methods, namely the classical Prony method, the matrix pencil method and the ESPRIT method.
Further we present a new efficient algorithm of matrix pencil factorization based on QR decomposition of a rectangular Hankel matrix. The algorithms of parameter estimation are also applied to sparse Fourier approximation and nonlinear approximation.
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Parameter estimation for nonincreasing exponential sums by Prony-like methodsPotts, Daniel, Tasche, Manfred January 2012 (has links)
For noiseless sampled data, we describe the close connections between Prony--like methods, namely the classical Prony method, the matrix pencil method and the ESPRIT method.
Further we present a new efficient algorithm of matrix pencil factorization based on QR decomposition of a rectangular Hankel matrix. The algorithms of parameter estimation are also applied to sparse Fourier approximation and nonlinear approximation.
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