Re: [linux-audio-dev] Prony algorithm?

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Subject: Re: [linux-audio-dev] Prony algorithm?
From: Fons Adriaensen (fons.adriaensen_AT_skynet.be)
Date: Sun Jul 04 2004 - 03:08:45 EEST

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

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