指数分析的改进proony算法

Harold J. Price
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引用次数: 11

摘要

描述了一种改进的proony算法,该算法产生的残差平方和比通常的proony算法要小。事实上,新算法产生了最小的残差平方和。通过一个简单的数值算例对新旧算法进行了比较。在新算法的背景下,还描述了一种约束极点的技术。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An Improved Prony Algorithm for Exponential Analysis
An improved Prony algorithm is described which produces a lower sum of squares of residuals than the usual Prony Algorithm. Indeed, the new algorithm produces the lowest sum of squares of residuals possible. A simple numerical example is used to compare the new and old algorithms. Within the context of the new algorithm, a technique to constrain poles is also described.
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