Representation and Analysis of Signals. Part XXVI. Least-Squares Approximation of Functions by Exponentials
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCE
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The approximation of an analytic time function in the least squares sense by sums of exponentials is considered from several different points of view. In particular, the author considers the determination of the 2n complex parameters alpha sub K, S sub K of the function f sub at the summation from K1 to n of alpha sub K exp ssub Kt so that for a given n and ft, the value of the functional the integral from 0 to infinity of ft-f sub a t squared dt is minimized.
- Statistics and Probability