The fit of a sum of exponentials to noisy data
The approximation by sums of exponentials is studied in a system theoretic framework. Let data \(y_ i\) are given at equidistant points. The Hankel matrices \((y_{i+j-1})\) and \((y_{i+j})\) are factorized into an observability matrix and a controllability matrix. The system matrix can be determined from them. The influence of noice is considered. For its analysis error estimates for the singular value decompositions are derived and applied.
scientific article; zbMATH DE number 4050842
scientific article