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Fast least squares estimation of amplitude and phase of damped cosines (Q918131)

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scientific article; zbMATH DE number 4157774
Language Label Description Also known as
English
Fast least squares estimation of amplitude and phase of damped cosines
scientific article; zbMATH DE number 4157774

    Statements

    title
    Fast least squares estimation of amplitude and phase of damped cosines (English)
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    author
    Cèdric J. Demeure
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    publication date
    1990
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    review text
    The author introduces a fast algorithm to compute the QR factors of a rectangular real Vandermonde matrix which arises when solving for the magnitude and phase of damped cosines with known frequency and damping factors. The algorithm has a complexity of \(O(14mn+22n^ 2)\), where m is the number of data points and n is the number of cosines.
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    zbMATH Keywords
    least squares
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    QR factorization
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    Vandermonde matrix
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    magnitude and phase of damped cosines
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    complexity
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    Identifiers

    Mathematics Subject Classification ID
    65F20
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    65T40
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    42A16
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    65Y20
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    zbMATH DE Number
    4157774
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    OpenAlex ID
    W2082391655
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