A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations

DOI10.1137/0912020MaRDI QIDQ3210755zbMATH OpenOpenAlexWikidataFDO

Authors Gordon K. Smyth, Michael R. Osborne

Publication date 1991

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0912020

zbMATH Keywords

comparison of methodsdifference equationexponential fittingGauss-Newton algorithmleast squares fittingLevenberg algorithmnonlinear regressionProny algorithmstabilitytest problem

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Numerical solutions to equations with nonlinear operators (65J15)

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Cited in

(23)

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• Curve fitting and identification of physical spectra
• Stability analysis of a variant of the Prony method
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• Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums
• General theory of experiment containing reproducible data: the reduction to an ideal experiment
• Improving the performance of the Prony method using a wavelet domain filter for MRI denoising
• Finite-time estimation of multiple exponentially-damped sinusoidal signals: a kernel-based approach
• On convergence of M. Osborne' inverse iteration algorithms for modified Prony method
• Detection of quasi-periodic processes in repeated measurements: new approach for the fitting and clusterization of different data
• Spectral method for solving the nonlinear Thomas-Fermi equation based on exponential functions
• On convergence of the inverse iteration algorithm for modified Prony method
• On a modification of the Prony method
• A Modified Prony Algorithm for Exponential Function Fitting
• A state space method for estimating frequencies and dampings
• A modified prony algorithm for estimating sinusoidal frequencies
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• On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations
• Identification and discretization of linear differential equations with constant coefficients
• Fast computation of complete elliptic integrals and Jacobian elliptic functions
• Stabilized recovery and model reduction for multivariate exponential polynomials
• On the identification of difference equations by observations of solutions with perturbations from a given linear manifold

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