Error estimates for the ESPRIT algorithm

DOI10.1007/978-3-319-49182-0_25MaRDI QIDQ5269048zbMATHOpenAlexFDO

Authors Daniel Potts, Manfred Tasche

Publication date 14 June 2017

Published in Large Truncated Toeplitz Matrices, Toeplitz Operators, and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-49182-0_25

zbMATH Keywords

error estimatescompanion matrixexponential sumrectangular Hankel matrixparameter identification problemESPRIT algorithmfrequency analysis problem

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)

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(15)

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• On the condition number of Vandermonde matrices with pairs of nearly-colliding nodes
• Error exponents for successive refinement by partitioning
• A perturbative analysis for noisy spectral estimation
• On the smallest singular value of multivariate Vandermonde matrices with clustered nodes
• On the SPR Condition in Output Error Estimation Schemes
• Vandermonde matrices with nodes in the unit disk and the large sieve
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• scientific article; zbMATH DE number 2219205 (Why is no real title available?)
• Parameter estimation for exponential sums by approximate prony method
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