Title :
Computation of exponentials in transient data
Author :
Majda, George ; Strauss, Walter A. ; Wei, Musheng
Author_Institution :
Dept. of Math., Ohio State Univ., Columbus, OH, USA
fDate :
10/1/1989 12:00:00 AM
Abstract :
Prony´s method is widely used to identify the poles of a time series. A numerical implementation of Prony´s method based on the properties of the least-squares solution of the transient data matrices is described, and a practical indicator of the accuracy of the computational results that is based on the singular values of the transient data matrices is derived. This algorithm can be applied to time series which contain simple or multiple poles
Keywords :
acoustic wave scattering; electromagnetic wave scattering; least squares approximations; poles and zeros; time series; Prony´s method; acoustic scattering; electromagnetic scattering; exponentials computation; least-squares solution; numerical implementation; poles; singular values; time series; transient data matrices; Acoustic scattering; Eigenvalues and eigenfunctions; Electromagnetic scattering; Electromagnetic transients; Least squares methods; Mathematics; Network address translation; Resonance; Resonant frequency; Testing;
Journal_Title :
Antennas and Propagation, IEEE Transactions on
