Es geschah am Sonntag, 4. Juli 2004 23:43 als Albert Graef schrieb: > Christian Schoenebeck wrote: > > 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.
Sorry for my naive reply :) , I thought it was just a simple linear least squares problem. CU Christian
