Enhancing Prony’s method by nuclear norm penalization and extension to missing data
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DOI: 10.1007/s11760-017-1062-2
Abstract: Prony’s method is a widely used method for modelling signals using a finite sum of exponential terms. It has innumerable applications in weather modelling, finance, medical signal analysis, image compression, time series analysis, power grids,… read more here.
Keywords: nuclear norm; prony method; method; method nuclear ... See more keywords