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 |
Page generated in 0.0024 seconds