Fitting a Sum of Exponentials to Numerical Data

Abstract

A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in the sum and the coefficients in the linear combination is highlighted. The fitting of exponential functions to a given data- set is therefore reduced to a multilinear approximation procedure. The results of this approximation do not only provide the necessary information to compute the factors in the exponents and the weights of the exponential terms but also they are used to estimate the errors in the factors.