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Development of integro-differential methods of parameter determination for a sum of exponential functions

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Abstract

We consider the problem of determination of decay decrements and amplitudes of exponential functions form observations with errors of the sum of these functions on a nonuniform grid. The integro-differential methods proposed by other authors lead to numerically unstable ill-posed problems, and make it impossible to estimate the errors in the results. New approaches are proposed that overcome these difficulties. The effectiveness of the proposed solutions is demonstrated.

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Translated from Chislennye Metody v Matematicheskoi Fizike, Published by Moscow University. Moscow, 1996, pp. 129–136.

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Zaikin, P.N., Ufimtsev, M.V. Development of integro-differential methods of parameter determination for a sum of exponential functions. Comput Math Model 8, 165–171 (1997). https://doi.org/10.1007/BF02405168

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