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