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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-qucosa-86476 |
| Date | 02 May 2012 |
| Creators | Potts, Daniel, Tasche, Manfred |
| Contributors | Technische Universität Chemnitz, Fakultät für Mathematik, Universität Rostock, Institut für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint |
| Format | application/pdf, text/plain, application/zip |
| Relation | dcterms:isPartOf:Preprintreihe der Fakultät für Mathematik der TU Chemnitz, Preprint 2012-4 |
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