[linux-audio-dev] Prony algorithm?

[Fons Adriaensen]

On Sat, Jul 03, 2004 at 08:47:38PM +0200, Christian Schoenebeck wrote:
> Es geschah am Samstag, 3. Juli 2004 14:26 als Albert Graef schrieb:
> > Hi,
> >
> > does anyone know a library (preferably C/C++, or anything that
> > interfaces to it) which implements the Prony algorithm (a.k.a. least
> > squares fitting of a sampled signal to a sum of damped sinusoids)?
> 
> I never heard about the "Prony" algorithm, but if it does what you describe 
> then it's easy to implement, isn't it? Have you tried it? Any problems? Or 
> are you concerned about performance?

It's *not at all* easy. Exponential fitting is one of the more challenging
algorithms in the field of numerical software.

-- 
FA