Linear Algebraic Computational Procedures for System Identification Problems
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An algorithm is presented for identifying exponentials sums [see pdf for notation] from discrete data [see pdf for notation] The algorithm determines the number of components, [see pdf for notation] the rate constants [see pdf for notation] and the amplitudes [see pdf for notation]. The method is based on the method of moments as it is applied to analyze fluorescence decay experiments. However the present method is more general. It permits greater flexibility in weighting the data and, in particular, alleviates the "cut-off error" incurred when integration is required to infinite time.