28 Apr
2007
28 Apr
'07
7:18 p.m.
I wasn't aware of the ill-conditioned nature of this problem. References? Perhaps I should try a semilog transformation? At 08:48 AM 4/28/2007, Gareth McCaughan wrote:
[Henry Baker:]
Is there an analogous analysis that can separate out various real exponentials in a real waveform?
I.e., if a signal is the sum of various real exponentials (i.e., no sinusoidal components), is there a simple analysis that will pull out the coefficients & exponents? Is there a "fast" version analogous to the FFT for this procedure? ...
Parameter estimation for linear combinations of decaying exponentials is notoriously ill-conditioned, so I'd be a bit pessimistic about the chances of any algorithm doing what Henry wants at all well in the presence of noise.
-- g