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Parameter estimation for nonincreasing exponential sums by Prony-like methods

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-qucosa-86476
Date02 May 2012
CreatorsPotts, Daniel, Tasche, Manfred
ContributorsTechnische Universität Chemnitz, Fakultät für Mathematik, Universität Rostock, Institut für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, text/plain, application/zip
Relationdcterms:isPartOf:Preprintreihe der Fakultät für Mathematik der TU Chemnitz, Preprint 2012-4

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