The fit of a sum of exponentials to noisy data (Q1102697)
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scientific article; zbMATH DE number 4050842
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| English | The fit of a sum of exponentials to noisy data |
scientific article; zbMATH DE number 4050842 |
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The fit of a sum of exponentials to noisy data (English)
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1987
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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.
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fitting
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approximation by sums of exponentials
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Hankel matrices
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observability matrix
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controllability matrix
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influence of noice
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error estimates
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singular value decompositions
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0.7926813364028931
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0.7864990830421448
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