The fit of a sum of exponentials to noisy data

DOI10.1016/0377-0427(87)90135-XMaRDI QIDQ1102697zbMATH OpenOpenAlexFDO

Authors B. De Moor, P. P. N. de Groen

Publication date 1987

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(87)90135-x

zbMATH Keywords

approximation by sums of exponentialscontrollability matrixerror estimatesfittingHankel matricesinfluence of noiceobservability matrixsingular value decompositions

Mathematics Subject Classification ID

Exponential sums (11T23) Approximation by other special function classes (41A30) Numerical smoothing, curve fitting (65D10) Numerical optimization and variational techniques (65K10) Controllability (93B05) Observability (93B07)

Review text

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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Cites work

• Algorithms for Separable Nonlinear Least Squares Problems
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• scientific article; zbMATH DE number 194949 (Why is no real title available?)
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• The fit of a sum of exponentials to noisy data

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