Determination of Complex Exponentials, Least Squares and Prediction Methods

Abstract

An efficient method for determining a sum of complex exponentials and their complex amplitudes is presented in detail. The principal feature is the application of Lanczos' Progressive Algorithm which eliminates the need for knowing or assuming the number of such quantities in the sum. The method is applicable to appropriate averages of the sampled data also. The algebraic properties of the method of least squares for the linear case are presented and provide the basis for the presentation of the 1-step-ahead prediction for stationary sequences lattice filters and canonical variate analysis. Keywords: Correlation analysis.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1988
Accession Number
ADA196498

Entities

People

  • Charles L. Keller

Organizations

  • Wright Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Aeronautical Laboratories
  • Air Force
  • Algorithms
  • Availability
  • Classification
  • Computations
  • Data Science
  • Decomposition
  • Difference Equations
  • Differential Equations
  • Equations
  • Information Science
  • Notation
  • Polynomials
  • Security
  • Stationary Processes
  • Statistical Algorithms

Readers

  • Calculus or Mathematical Analysis
  • Linear Algebra
  • Statistical inference.