On least squares exponential sum approximation with positive coefficients
Authors:
John W. Evans, William B. Gragg and Randall J. LeVeque
Journal:
Math. Comp. 34 (1980), 203211
MSC:
Primary 65D15; Secondary 41A35
MathSciNet review:
551298
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Abstract: An algorithm is given for finding optimal least squares exponential sum approximations to sampled data subject to the constraint that the coefficients appearing in the exponential sum are positive. The algorithm employs the divided differences of exponentials to overcome certain problems of illconditioning and is suitable for data sampled at noninteger times.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718198005512986
PII:
S 00255718(1980)05512986
Keywords:
Least squares approximation,
positive exponential sums,
divided differences,
convex programming
Article copyright:
© Copyright 1980
American Mathematical Society
