Recurrent calculation of convolution with given kernel and exponential approximation
Recurrent algorithms of calculation of discrete one-sided
convolution of arbitrary sequence with given kernel are on the study. They are
classified on the used memory involved. We are showing methods of
analysis of their effectiveness. Also we are showing that calculations
of linear recurrent algorithms with constant coefficients lead to method
of kernel approximation by sum of exponents.
We are recommending calculation method of mentioned coefficients that in
real gives solution method of classical task kernel approximation
determinate on equidistant grid by sum of exponents.
Potentials of proposed method are demonstrated on numerical experiments also for the noisy sampled data.
exponential sums, convolution, recurrent algorithm, porous medium, digital signal processing, Prony's method.
Publication language:russian, pages:18
Mathematical problems and theory of numerical methods