A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations
نویسندگان
چکیده
منابع مشابه
A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations
This paper reformulates, generalizes and investigates the stability of the modified Prony algorithm introduced by Osborne (1975), with special reference to rational and exponential fitting. The algorithm, originally for exponential functions, is generalized to the least squares fitting of any function which satisfies a linear homogeneous difference equation. Using the difference equation formul...
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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 and Statistical Computing
سال: 1991
ISSN: 0196-5204,2168-3417
DOI: 10.1137/0912020