Prony methods for recovery of structured functions

DOI10.1002/gamm.201410011zbMath1311.65012OpenAlexW1559478034MaRDI QIDQ4982277

Manfred Tasche, Gerlind Plonka-Hoch

Publication date: 24 March 2015

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/gamm.201410011

zbMATH Keywords

numerical examplePadé approximationHankel matrixexponential sumsurvey paperlinear predictionProny polynomialtimes seriesspline functionreconstruction of sparse vectorsrecovery of structured functionsannihilating filter methodextended exponential sumProny methodssparse expansion of eigenfunctions

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Approximation by arbitrary linear expressions (41A45)

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Uses Software

• CaterpillarSSA

Cites Work

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