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Prony Method for Reconstruction of Structured Functions

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Numerical Fourier Analysis

Part of the book series: Applied and Numerical Harmonic Analysis ((ANHA))

Abstract

The recovery of a structured function from sampled data is a fundamental problem in applied mathematics and signal processing. In Sect. 10.1, we consider the parameter estimation problem, where the classical Prony method and its relatives are described. In Sect. 10.2, we study frequently used methods for solving the parameter estimation problem, namely MUSIC (MUltiple Signal Classification), APM (Approximate Prony Method), and ESPRIT (Estimation of Signal Parameters by Rotational Invariance).

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Author information

Authors and Affiliations

  1. University of Göttingen, Göttingen, Germany

    Gerlind Plonka

  2. Chemnitz University of Technology, Chemnitz, Germany

    Daniel Potts

  3. TU Kaiserslautern, Kaiserslautern, Germany

    Gabriele Steidl

  4. University of Rostock, Rostock, Germany

    Manfred Tasche

Authors
  1. Gerlind Plonka
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  2. Daniel Potts
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  3. Gabriele Steidl
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  4. Manfred Tasche
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Plonka, G., Potts, D., Steidl, G., Tasche, M. (2018). Prony Method for Reconstruction of Structured Functions. In: Numerical Fourier Analysis. Applied and Numerical Harmonic Analysis. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-04306-3_10

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