Electronic Transactions on Numerical Analysis | |
Parameter estimation of monomial-exponential sums | |
Luisa Fermo1  | |
关键词: nonlinear approximation; parameter estimation; matrix pencils; | |
DOI : | |
学科分类:数学(综合) | |
来源: Kent State University * Institute of Computational Mathematics | |
【 摘 要 】
In this paper we propose a matrix-pencil method for the identification of parameters and coefficients of a monomial-exponential sum which can be considered as an extension of existing matrix-pencil methods for the parameter estimation of exponential sums. The technique adopted is based onproperties of the finite difference equations and it overcomes the difficulty of their extension via the invertibility of thegeneralized Vandermonde matrix. As a result, a matrix-pencil method based on the GSVD or the SVD is proposed which allows us to identify both simple and multiple parameters. Applications of this method to various examples show its effectiveness.
【 授权许可】
Unknown
【 预 览 】
Files | Size | Format | View |
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RO201902015032551ZK.pdf | 262KB | download |