A black box method for solving the complex exponentials approximation problem
A common problem, arising in many different applied contexts, consists in estimating the number
of exponentially damped sinusoids whose weighted sum best fits a finite set of noisy data and in
estimating their parameters. Many different methods exist to this purpose. The best of them are based
on approximate Maximum Likelihood estimators, assuming to know the number of damped sinusoids,
which can then be estimated by an order selection procedure.