A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations

DOI10.1137/0912020zbMath0723.65006OpenAlexW2171132099WikidataQ56880389 ScholiaQ56880389MaRDI QIDQ3210755

Gordon K. Smyth, Michael R. Osborne

Publication date: 1991

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0912020

zbMATH Keywords

stabilitycomparison of methodsnonlinear regressiondifference equationexponential fittingleast squares fittingtest problemGauss-Newton algorithmProny algorithmLevenberg algorithm

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) General nonlinear regression (62J02) Numerical solutions to equations with nonlinear operators (65J15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (17)

On convergence of computational algorithms for a variational problem of identifying the coefficients of difference equations ⋮ On convergence of the inverse iteration algorithm for modified Prony method ⋮ Curve fitting and identification of physical spectra ⋮ General theory of experiment containing reproducible data: the reduction to an ideal experiment ⋮ A state space method for estimating frequencies and dampings ⋮ A modified prony algorithm for estimating sinusoidal frequencies ⋮ Fast computation of complete elliptic integrals and Jacobian elliptic functions ⋮ Stability analysis of a variant of the Prony method ⋮ Optimal approximation with exponential sums by a maximum likelihood modification of Prony's method ⋮ Identification and Discretization of Linear Differential Equations with Constant Coefficients ⋮ Improving the performance of the Prony method using a wavelet domain filter for MRI denoising ⋮ Finite-time estimation of multiple exponentially-damped sinusoidal signals: a kernel-based approach ⋮ On convergence of M. Osborne' inverse iteration algorithms for modified Prony method ⋮ Detection of quasi-periodic processes in repeated measurements: new approach for the fitting and clusterization of different data ⋮ Modifications of Prony's method for the recovery and sparse approximation with generalized exponential sums ⋮ Spectral method for solving the nonlinear Thomas-Fermi equation based on exponential functions ⋮ A review of the parameter estimation problem of fitting positive exponential sums to empirical data

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