Geodesic
Parameter estimation of monomial-exponential sums
Electronic transactions on numerical analysis, Tome 41 (2014), pp. 249-261.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: 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 on properties of the finite difference equations and it overcomes the difficulty of their extension via the invertibility of the generalized 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.
Classification : 41A46, 15A22, 65F15
Keywords: nonlinear approximation, parameter estimation, matrix pencils 
@article{ETNA_2014__41__a12,
     author = {Fermo, Luisa and van der Mee, Cornelis and Seatzu, Sebastiano},
     title = {Parameter estimation of monomial-exponential sums},
     journal = {Electronic transactions on numerical analysis},
     pages = {249--261},
     publisher = {mathdoc},
     volume = {41},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2014__41__a12/}
}
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Fermo, Luisa; van der Mee, Cornelis; Seatzu, Sebastiano. Parameter estimation of monomial-exponential sums. Electronic transactions on numerical analysis, Tome 41 (2014), pp. 249-261. http://geodesic.mathdoc.fr/item/ETNA_2014__41__a12/