Real Time Approximation of a Function by a Sum of Complex Exponentials: Utilizing the Matrix Pencil Approach

by Tapan K. Sarkar, F.D. Hu, Y.B. Hua, and M. Wicks

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Many problems in applied engineering and mathematical modelling require fitting a sum of complex exponentials to a given data set. This type of modeling makes it possible to go beyond the Raleigh limit introduced by Fourier techniques. This textbook shows how a set of complex data can be modeled by a sum of complex exponentials using the matrix pencil technique. The technique is computationally efficient and robust to coloured noise; and the results should be of use in many areas of data prediction and forecasting, eg, radar and sonar data analysis, including spectral estimation and extending the resolution of measured data.
  • ISBN10 9810218192
  • ISBN13 9789810218195
  • Publish Date 1 March 1995
  • Publish Status Cancelled
  • Out of Print 21 March 2008
  • Publish Country SG
  • Imprint World Scientific Publishing Co Pte Ltd
  • Format Hardcover
  • Pages 30
  • Language English