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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:qucosa:19709
Date January 2012
CreatorsPotts, Daniel, Tasche, Manfred
ContributorsTechnische Universität Chemnitz, Universität Rostock
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess

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