Error estimates for the ESPRIT algorithm

DOI10.1007/978-3-319-49182-0_25MaRDI QIDQ5269048zbMATH OpenOpenAlexFDO

Authors Daniel Potts, Manfred Tasche

Publication date 14 June 2017

Published in Large Truncated Toeplitz Matrices, Toeplitz Operators, and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-49182-0_25

zbMATH Keywords

companion matrixerror estimatesESPRIT algorithmexponential sumfrequency analysis problemparameter identification problemrectangular Hankel matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(15)

• An error estimate in the EFG method
• On the condition number of Vandermonde matrices with pairs of nearly-colliding nodes
• Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums
• On the smallest singular value of multivariate Vandermonde matrices with clustered nodes
• Multi-kernel unmixing and super-resolution using the modified matrix pencil method
• Vandermonde matrices with nodes in the unit disk and the large sieve
• On the SPR Condition in Output Error Estimation Schemes
• scientific article; zbMATH DE number 1500204 (Why is no real title available?)
• Dependence of accuracy of ESPRIT estimates on signal eigenvalues: the case of a noisy sum of two real exponentials
• Fast ESPRIT algorithms based on partial singular value decompositions
• Error exponents for successive refinement by partitioning
• Conditioning of partial nonuniform Fourier matrices with clustered nodes
• scientific article; zbMATH DE number 2219205 (Why is no real title available?)
• A perturbative analysis for noisy spectral estimation
• Parameter estimation for exponential sums by approximate prony method

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