In this paper the problem of parameter estimation for exponential sums with three terms is considered. This task consists of finding the set of parameters (amplitudes as well as decay constants) such that the exponential sum attains values in specified intervals at prescribed time data points. These intervals represent uncertainties in the measurements. An interval variant of Prony’s method is given by which intervals can be found containing all the consistent values of the respective parameters. By the use of interval arithmetic these enclosures can also be guaranteed in the presence of rounding errors.
Reliable Computing – Springer Journals
Published: Jun 2, 2007
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