Parameter estimation for nonincreasing exponential sums by Prony-like methods

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...

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Bibliographic Details
Main Authors: Potts, Daniel, Tasche, Manfred
Other Authors: Technische Universität Chemnitz, Fakultät für Mathematik
Format: Others
Language:English
Published: Universitätsbibliothek Chemnitz 2012
Subjects:
Parameterschätzung
Prony-like Methoden
Fourier Approximation
Parameter estimation
nonincreasing exponential sum
Prony-like method
exponential fitting problem
ESPRIT
matrix pencil factorization
companion matrix
Prony polynomial
eigenvalue problem
rectangular Hankel matrix
nonlinear approximation
sparse trigonometric polynomial
sparse Fourier approximation
AMS SC: 65D10
41A45
65F15
65F20
94A12
ddc:515
Hankel-Matrix
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-86476
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-86476
http://www.qucosa.de/fileadmin/data/qucosa/documents/8647/LAA_Prony.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/8647/signatur.txt.asc

Internet

http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-86476
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-86476
http://www.qucosa.de/fileadmin/data/qucosa/documents/8647/LAA_Prony.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/8647/signatur.txt.asc

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