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Re: leasqr

From: Gert Van den Eynde
Subject: Re: leasqr
Date: 24 Jan 2002 08:42:10 +0100

Hi Christian, Paul,

Another possible algorithm is Prony's algorithm. It's designed to fit
sums of exponential functions (c(i)*exp(a(i)*x)) but it also works for
imaginary a(i), and thus for sine/cosine pairs. One drawback is the
requirement that the data points need to be equidistant. My professor at
university always claimed this algorithm was more stable than the least
squares approach.... Some time ago, I implemented this for Octave but
never got around to post it to the mailing-list. So now, here it is...
Usual disclaimers applied. Hope it works. Comments and improvements

Have a nice day,


Gert Van den Eynde
Reactor Physics & MYRRHA Dept.

Attachment: prony.m
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