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Задача экспоненциального анализа – применения, методы, проблемы

Authors: Ibryaeva, O.L.;

Задача экспоненциального анализа – применения, методы, проблемы

Abstract

Ибряева Ольга Леонидовна, канд. физ.-мат. наук, старший научный сотрудник Научно- исследовательской лаборатории технической самодиагностики и самоконтроля приборов и систем, Южно-Уральский государственный университет, Челябинск, Россия; ibriaevaol@susu.ru. Olga L. Ibryaeva, Cand. Sci. (Phys. and Math.), Senior Researcher at the Research Laboratory of Technical Self-Diagnostics and Self-Monitoring of Devices and Systems, South Ural State University, Chelyabinsk, Russia; ibriaevaol@susu.ru. В настоящей статье обзорного характера представлена задача экспоненциального анализа, ее применения, ограничения и проблемы, актуальные, несмотря на более чем двухсотлетнюю историю. За это время разработано множество методов решения задачи, но наибольшую популярность и эффективность демонстрируют Прони-подобные методы: метод Паде – Лапласа, Прони и метод матричных пучков, которые и являются предметом исследования в данной работе. Цель исследования: представить современное состояние задачи экспоненциального анализа, ее основные проблемы и методы их решения. Основными проблемами указанных методов являются вопрос определения числа экспонент, выбор оптимальной частоты дискретизации сигнала и уменьшение вычислительных затрат. В статье представлены решения этих проблем. Материалы и методы. Для решения проблем проведен анализ научной литературы и использованы методы линейной алгебры. Результаты. Описаны модификации методов с целью решения их проблем. Алгоритм вычисления аппроксимации Паде со знаменателем минимальной степени решает проблему дуплетов Фруассара в методе Паде – Лапласа. Для повышения точности вычислений коэффициентов Тейлора в этом же методе используются сплайны. Для выбора оптимальной частоты дискретизации сигнала служит оценка числа обусловленности матрицы в методе Прони. Для метода матричных пучков решена проблема вычислительных затрат за счет его рекуррентной и многоканальной версий. Заключение. Представлены различные постановки данной задачи, находящие свои многочисленные приложения. Описаны ограничения, проблемы задачи экспоненциального анализа и их решения. Рассмотрены три параметрических метода: Прони, Паде – Лапласа и метод матричных пучков. This review article presents the problem of exponential analysis, its applications, limitations and problems that are relevant despite its more than two hundred years of history. During this time, many methods for solving the problem have been developed, but the greatest popularity and efficiency are demonstrated by Prony-like methods: the Padé–Laplace method, Prony method and the matrix pencil method, which are the subject of research in this work. The purpose of the study: to present the current state of the problem of exponential analysis, its main problems and methods for solving them. The main problems of these methods are: the issue of determining the number of exponents, choosing the optimal signal sampling frequency and reducing computational costs. The article presents solutions to these problems. Materials and methods. To solve problems, an analysis of scientific literature was carried out and linear algebra methods were used. Results. Modifications of the methods to solve their problems are described. The algorithm for calculating the Padé approximation with a minimum degree denominator solves the problem of Froissart doublets in the Padé–Laplace method. To increase the accuracy of calculations of Taylor coefficients, splines are used in the same method. To select the optimal signal sampling frequency, use the estimation of the matrix condition number in the Prony method. For the matrix pencil method, the problem of computational costs is solved due to its recurrent and multichannel versions. Conclusion. Various formulations of this problem are presented, which find their numerous applications. The limitations, problems of the exponential analysis problem, and their solutions are described. Three parametric methods are considered: Prony, Padé–Laplace and the matrix pencil method. Благодарности. Исследование выполнено при финансовой поддержке Министерства науки и высшего образования Российской Федерации (государственное задание на выполнение фундаментальных научных исследований № FENU-2023-0010 (2023010ГЗ)). Acknowledgments. The study was carried out with the financial support of the Ministry of Science and Higher Education of the Russian Federation (state assignment for the implementation of fundamental scientific research No. FENU-2023-0010 (2023010GZ)).

Country
Russian Federation
Keywords

аппроксимации Паде, метод Прони, УДК 004.02, оптимальная частота дискретизации, метод матричных пучков, optimal sampling frequency, Padé–Laplace method, matrix pencil method, метод Паде – Лапласа, экспоненциальный анализ, дуплеты Фруассара, exponential analysis, Padé approximations, Prony method, Froissart doublets

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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