The fit of a sum of exponentials to noisy data (Q1102697): Difference between revisions
From MaRDI portal
Latest revision as of 17:15, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fit of a sum of exponentials to noisy data |
scientific article |
Statements
The fit of a sum of exponentials to noisy data (English)
0 references
1987
0 references
The approximation by sums of exponentials is studied in a system theoretic framework. Let data \(y_ i\) are given at equidistant points. The Hankel matrices \((y_{i+j-1})\) and \((y_{i+j})\) are factorized into an observability matrix and a controllability matrix. The system matrix can be determined from them. The influence of noice is considered. For its analysis error estimates for the singular value decompositions are derived and applied.
0 references
fitting
0 references
approximation by sums of exponentials
0 references
Hankel matrices
0 references
observability matrix
0 references
controllability matrix
0 references
influence of noice
0 references
error estimates
0 references
singular value decompositions
0 references
0 references
