A state space method for estimating frequencies and dampings

DOI10.1080/00949659308811543zbMath0833.62086OpenAlexW1986310379MaRDI QIDQ4864195

Margaret Kahn

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811543

zbMATH Keywords

noisy dataspectral estimationexponential fittingProny's methodHankel singular value decompositionlinear state-space theorysum of damped complex exponentials

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• nag

Cites Work

• The fit of a sum of exponentials to noisy data
• A Modified Prony Algorithm for Fitting Functions Defined by Difference Equations
• Model reduction via the internally balanced state space representation
• Truncated Singular Value Decomposition Solutions to Discrete Ill-Posed Problems with Ill-Determined Numerical Rank
• State-variable canonical forms for Prony's method
• Fitting Empirical Data by Positive Sums of Exponentials
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Approximate linear realizations of given dimension via Ho's algorithm
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