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), 203-211

MSC:
Primary 65D15; Secondary 41A35

DOI:
https://doi.org/10.1090/S0025-5718-1980-0551298-6

MathSciNet review:
551298

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Abstract | References | Similar Articles | Additional Information

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 ill-conditioning and is suitable for data sampled at noninteger times.

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Additional Information

DOI:
https://doi.org/10.1090/S0025-5718-1980-0551298-6

Keywords:
Least squares approximation,
positive exponential sums,
divided differences,
convex programming

Article copyright:
© Copyright 1980
American Mathematical Society