Exponential Decomposition and Hankel Matrix

Abstract We consider an important problem in mathematical modeling. Exponential decomposition. Given a finite sequence of signal values We usually solve the above problem in three steps. First, determine the rank r of the signal sequence. Second, find the knots z;. Third, calculate the coefficients A square Vandermonde system (1.2) can be solved efficiently and stably [l]. There are two well known methods for solving our problem: namely, due to Prony [8] and Kung [6]. Vandevoorde [9] presented a single-matrix pencil-based framework that includes [8] and [6] as special cases.