Prony methods for recovery of structured functions

DOI10.1002/gamm.201410011zbMath1311.65012MaRDI QIDQ4982277

Publication date: 24 March 2015

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/gamm.201410011

zbMATH Keywords

numerical example; Padé approximation; Hankel matrix; exponential sum; survey paper; linear prediction; Prony polynomial; times series; spline function; reconstruction of sparse vectors; recovery of structured functions; annihilating filter method; extended exponential sum; Prony methods; sparse expansion of eigenfunctions

Mathematics Subject Classification ID

65D10: Numerical smoothing, curve fitting

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

41A45: Approximation by arbitrary linear expressions

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Uses Software

CaterpillarSSA

Cites Work