Mishra, SK (2007): A note on least squares fitting of signal waveforms.

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Abstract
Signal waveforms are very fast dampening oscillatory time series composed of exponential functions. The regular least squares fitting techniques are often unstable when used to fit exponential functions to such signal waveforms since such functions are highly correlated. Of late, some attempts have been made to estimate the parameters of such functions by Monte Carlo based search/random walk algorithms. In this study we use the Differential Evaluation based method of least squares to fit the exponential functions and obtain much more accurate results.
Item Type:  MPRA Paper 

Institution:  NorthEastern Hill University, Shillong (India) 
Original Title:  A note on least squares fitting of signal waveforms 
Language:  English 
Keywords:  Signal waveform; exponential functions; Differential Evolution; Global optimization; Nonlinear Least Squares; Monte Carlo; Curve fitting; parameter estimation; Random Walk; Search methods; Fortran 
Subjects:  C  Mathematical and Quantitative Methods > C2  Single Equation Models ; Single Variables > C22  TimeSeries Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63  Computational Techniques ; Simulation Modeling C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C15  Statistical Simulation Methods: General C  Mathematical and Quantitative Methods > C6  Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61  Optimization Techniques ; Programming Models ; Dynamic Analysis 
Item ID:  4705 
Depositing User:  Sudhanshu Kumar Mishra 
Date Deposited:  04. Sep 2007 
Last Modified:  19. May 2015 23:40 
References:  · Han, XL, Pozdin, V, Haridass, C and Misra, P (2006) "Monte Carlo LeastSquares Fitting of Experimental Signal Waveforms", Journal of Information & Computational Science, 3(4), pp. 17. http://www.physics1.howard.edu/~pmisra/publications/137_ISICS06.pdf · Mishra, SK (2007) “Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves”, SSRN http://ssrn.com/abstract=1010508 
URI:  http://mpra.ub.unimuenchen.de/id/eprint/4705 