9 Jul
2004
9 Jul
'04
8:32 a.m.
Es geschah am Sonntag, 4. Juli 2004 23:43 als Albert Graef schrieb:
Christian Schoenebeck wrote:
Sorry for my naive reply :) , I thought it was just a simple linear least
squares problem.
CU
Christian
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?
No, I haven't implemented it yet. That's why I'm looking around for
available solutions before trying to do it myself. As Fons already
pointed out, the algorithm isn't trivial at all if you want to do it
right and in an efficient manner. There are also issues with numerical
instability when the input is noisy.