A Modified Prony Algorithm for Exponential Function Fitting 论文

摘要

A modification of the classical technique of Prony for fitting sums of exponential functions to data is considered. The method maximizes the likelihood for the problem (unlike the usual implementation of Prony’s method, which is not even consistent for transient signals), proves to be remarkably effective in practice, and is supported by an asymptotic stability result. Novel features include a discussion of the problem parametrization and its implications for consistency. The asymptotic convergence proofs are made possible by an expression for the algorithm in terms of circulant divided difference operators.