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
