A Modified Prony Algorithm for Exponential Function Fitting

DOI10.1137/0916008zbMath0812.62070OpenAlexW2081182772WikidataQ56880384 ScholiaQ56880384MaRDI QIDQ4325705

Publication date: 13 March 1995

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0916008

zbMATH Keywords

consistency parametrization maximum likelihood inverse iteration circulant matrices nonlinear least squares asymptotic convergence Prony's method Pisarenko's method Levenberg algorithm asymptotic stability result circulant divided difference operators fitting sums of exponential functions

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) General nonlinear regression (62J02) Numerical methods for ordinary differential equations (65L99) Probabilistic methods, stochastic differential equations (65C99)

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