We derive a new method for optimal ℓ2‐approximation of discrete signals on ℓ2(ℕ0) whose entries can be represented as an exponential sum of finite length. Our approach employs Prony's method in a first step to recover the exponential sum that is determined by the signal. In the second step we use the theory of Adamjan, Arov and Krein (AAK) to derive an algorithm for computing a shorter exponential sum that approximates the original signal in the ℓ2‐norm well. (© 2017 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Proceedings in Applied Mathematics & Mechanics – Wiley
Published: Jan 1, 2017
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