Parameter estimation of monomial-exponential sums in one and two variables

L. Fermo, C. van der Mee and S. Seatzu

Applied Mathematics and Computation, 2015, vol. 258, issue C, 576-586

Abstract: In this paper we propose a matrix-pencil method for the numerical identification of the parameters of monomial-exponential sums in one and two variables. While in the univariate case the proposed method is a variant of that developed by the authors in a preceding paper, the bivariate case is treated for the first time here. In the bivariate case, the method we propose, easily extendible to more variables, reduces the problem to a pair of univariate problems and subsequently to the solution of a linear system. As a result, the relative errors in the univariate and in the bivariate case are almost of the same order.

Keywords: Monomial-exponential sums; Parameter estimation; Matrix pencils; Structured matrices (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:258:y:2015:i:c:p:576-586

DOI: 10.1016/j.amc.2015.02.033

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