Michael R. Osborne

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A modification of the classical technique of Prony for fitting sums of exponential functions to data is considered. The method maximizes the likelihood for the problem (unlike the usual implementation of Prony’s method, which is not even consistent for transient signals), proves to be remarkably effective in practice, and is supported by an asymptotic(More)
This paper reformulates, generalizes and investigates the stability of the modified Prony algorithm introduced by Osborne (1975), with special reference to rational and exponential fitting. The algorithm, originally for exponential functions, is generalized to the least squares fitting of any function which satisfies a linear homogeneous difference(More)
This report considers the solution of estimation problems based on the maximum likelihood principle when a xed number of equality constraints are imposed on the problem. Consistency and the asymptotic distribution of the parameter estimates as n ! 1, where n is the number of observations, are discussed, and it is shown that a suitably scaled limiting(More)
OBJECTIVE Abdominal aortic aneurysm (AAA) is a deadly but often clinically silent disease. Patients at increased risk are elderly men with risk factors for vascular disease who may not have adequate screening through primary care. We sought to examine the prevalence and feasibility of screening for AAA in at-risk patients presenting for unrelated complaints(More)
The solution of scheduling problems often gives rise to highly degenerate linear programmes which cause significant computational difficulties for the revised simplex method. Wolfe's highly effective "ad hoc" method for overcoming the cycling or stalling problems associated with degeneracy is described. Here it is given a geometric interpretation in terms(More)