Prony's method in several variables (Q530081)
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English | Prony's method in several variables |
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Prony's method in several variables (English)
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9 June 2017
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The original Prony method is to compute a parameter estimation for a finite univariate exponential sum from sampled values. This paper gives an extension of Prony's method to the multivariate case which is based on the relationship between polynomial interpolation, normal forms modulo ideals and H-bases. Applying some tools from computational numerical ideal theory leads to an algorithm which works entirely on vectors and matrices and therefore can be implemented by using standard procedures of numerical linear algebra and runs with reasonable numerical stability.
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Prony's method in several variables
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polynomial interpolation
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computational numerical ideal theory
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algorithm
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eigenvalue problem
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numerical stability
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