Confluent Prony approximation

DOI10.1016/0898-1221(91)90189-BMaRDI QIDQ1192162zbMATH OpenOpenAlexFDO

Authors Herbert E. Salzer

Publication date 27 September 1992

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(91)90189-b

zbMATH Keywords

confluent Prony approximation exponential sum Gaussian quadrature interpolation Obreschkoff formulae Prony's method

Mathematics Subject Classification ID

Approximation by other special function classes (41A30) Numerical interpolation (65D05)

Review text

Given \(2n\) data, the interpolating exponential sum \(\sum^ n_{i=1}A_ i\exp(\alpha_ ix)\) is to be determined. If the \(x_ j\)'s are equally spaced, then Prony's classical method may be applied. Typically, first the quantities \(\exp(\alpha_ i h)\) are obtained as the roots of a polynomial of degree \(n\). There is no analogon, if the points are not equally spaced. The author observes that on the other hand the confluent case is easily solved, i.e. the case in which the data are the derivatives at one point. Here the \(\alpha_ i\)'s are obtained from a polynomial equation. The author wonders that this case is not found in textbooks.

Recommendations

Cites work

Cited in

(4)

This page was built for publication: Confluent Prony approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192162)