Multiscale matrix pencils for separable reconstruction problems University of Antwerp
The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the nonlinear parameters. The matrix pencil method, which reformulates the problem statement into a generalized eigenvalue problem for the nonlinear parameters and a structured linear system for the linear parameters, is ...