Orthogonal polynomial approach to estimation of poles of rational functions from data on open curves

• Autores: Shinji Ito, Kensuke Aishima, Takaaki Nara, Masaaki Sugihara
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 273, Nº 1, 2015, págs. 326-345
• Idioma: inglés
• DOI: 10.1016/j.cam.2014.05.028
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• Resumen

  • This paper deals with the problem of finding poles of rational functions from function values on open curves in the complex plane. For this problem, Nara and Ando recently proposed an algorithm that reduces the problem to a system of linear equations through contour integration. The main aim of this paper is to analyze and improve this algorithm by giving a new interpretation to the algorithm in terms of orthogonal polynomials. It is demonstrated that the system of linear equations is not always uniquely solvable and that this difficulty can be remedied by doubling the number of the linear equations. Moreover, to cope with discretization errors caused by numerical integration, we introduce new polynomials similar, in spirit, to discrete orthogonal polynomials, which yield an algorithm free from discretization errors.