A Modified Prony Algorithm for Exponential Function Fitting
نویسندگان
چکیده
منابع مشابه
A Modified Prony Algorithm for Exponential Function Fitting
A modification of the classical technique of Prony for fitting sums of exponential functions to data is considered. The method maximizes the likelihood for the problem (unlike the usual implementation of Prony’s method, which is not even consistent for transient signals), proves to be remarkably effective in practice, and is supported by an asymptotic stability result. Novel features include a ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 1995
ISSN: 1064-8275,1095-7197
DOI: 10.1137/0916008