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:qucosa:19709 |
| Date | January 2012 |
| Creators | Potts, Daniel, Tasche, Manfred |
| Contributors | Technische Universität Chemnitz, Universität Rostock |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
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