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Fitting a Damped Sine Wave

Detlef Amberg July 3, 20155 comments

A damped sine wave is described by

$$ x_{(k)} = A \cdot e^{\alpha \cdot k} \cdot cos(\omega \cdot k + p)\tag{1}$$

with frequency $\omega$ , phase p , initial amplitude A and damping constant $\alpha$ . The $x_{(k)}$ are the samples of the function at equally spaced points in time.

With $x_{(k)}$ given, one often has to find the unknown parameters of the function. This can be achieved for instance with nonlinear approximation or with DFT – methods.

I present a method to find the...


Fitting a Damped Sine Wave

Detlef Amberg July 3, 20155 comments

A damped sine wave is described by

$$ x_{(k)} = A \cdot e^{\alpha \cdot k} \cdot cos(\omega \cdot k + p)\tag{1}$$

with frequency $\omega$ , phase p , initial amplitude A and damping constant $\alpha$ . The $x_{(k)}$ are the samples of the function at equally spaced points in time.

With $x_{(k)}$ given, one often has to find the unknown parameters of the function. This can be achieved for instance with nonlinear approximation or with DFT – methods.

I present a method to find the...