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Zbl 0723.65006
Osborne, M.R.; Smyth, G.K.
A modified Prony algorithm for fitting functions defined by difference equations. (English)
[J] SIAM J. Sci. Stat. Comput. 12, No.2, 362-382 (1991). ISSN 0196-5204

The aim of this paper is to reformulate, to generalize and to investigate the stability of the modified Prony algorithm introduced by the first author [SIAM J. Numer. Analysis 12, 571-592 (1975; Zbl 0322.65007)], with special reference to rational and exponential fitting. The algorithm, originally for exponential functions, is generalized to the least squares fitting of any function which satisfies a linear homogeneous difference equation. Details of the implementation of the algorithm are given. A test problem is presented and simulation study compares the modified Prony algorithm with the Levenberg algorithm.
[M.Gaşpar (Iaşi)]

MSC 2000:: *65D10 Smoothing
65C99 Numerical simulation
62J02 General nonlinear regression
65J15 Equations with nonlinear operators (numerical methods)

Keywords: nonlinear regression; comparison of methods; Gauss-Newton algorithm; stability; Prony algorithm; exponential fitting; least squares fitting; difference equation; test problem; Levenberg algorithm

Citations: Zbl 0322.65007

Cited in: Zbl 0833.62087

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