From ESPRIT to ESPIRA: estimation of signal parameters by iterative rational approximation

DOI10.1093/IMANUM/DRAB108OpenAlexW4205996466MaRDI QIDQ5887488FDOQ5887488

Authors: Nadiia Derevianko, Markus Petz, Gerlind Plonka 

Publication date: 12 April 2023

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.15140

zbMATH Keywords

rational interpolationHankel matricesESPRITLoewner matricesmatrix pencil methodAAA algorithmsparse exponential sums

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cited In (5)

• AAA Rational Approximation on a Continuum
• Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
• A fast randomized algorithm for computing an approximate null space
• ESPRIT versus ESPIRA for reconstruction of short cosine sums and its application
• Stabilized recovery and model reduction for multivariate exponential polynomials

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