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StatBox 4.2

Example Session using mprony

» help mprony

 MPRONY Fits a sum of exponential functions to data by a modified Prony
 	method.
 
 	B = MPRONY(Y,T,P) approximates Y(i) by a weighted sum of P
 	exponentials  sum_j=1^p A(j)*exp(B(j)*T(i)).  The T(i) are
 	assumed equally spaced.  B and A may be complex, although the
 	sum will be real if the data are.
 
 	Starting values for the B(i) are optional supplied by
 	MPRONY(Y,T,P,BSTART).  The A(i) and the fitted values are
 	optionally returned by [B,A,MU] = MPRONY(Y,T,P,BSTART).
 
 	This function is very effective on smaller data sets with T(i+1)-T(i)
 	not too small and P not too large.

» t = (1:20)';
» atrue=[1; -0.1];
» btrue=[0.1; 0.2];
» y = exp(t*btrue')*atrue + 0.1*randn(20,1);
» [b,a,mu]=mprony(y,t,2);
» disp([a b])
   -0.0488    0.2265
    0.9158    0.0967
» plot(t,mu,t,y,'x')