Abstract
The problems of parameter identification for linear systems and the problem of Gaussian quadrature would seem at first thought to be quite distinct. However for single input single output linear systems the problem of identification is readily seen to be equivalent to a moment problem and likewise it can be seen that the problem of Gaussian quadrature is a standard moment problem. The method of Prony was used by Ammar, Dayawansa and Martin in [2] to construct numerically satisfactory methods for exponential interpolation which is seen to be a system identification problem.
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