Algebraic parameter estimation of damped exponentials

The parameter estimation of a sum of exponentials or the exponential fitting of data is a well known problem with a rich history. It is a nonlinear problem which presents sev-eral difficulties as the ill-conditioning when roots have close values and the order of the estimated parameters, among oth-ers. One of the best existing methods is the modified Prony algorithm [1] which suffers in the presence of noise. In this paper we propose an algebraic method for the parameter es-timation. The method, differently from the modified Prony method, is considerably robust to noise. The comparison of both through simulations confirm the good performance of the algebraic method. 1