Matrix methods for Pad\'e approximation: numerical calculation of poles, zeros and residues

17 Jan 2018  ·  Perotti Luca, Wojtylak Michal ·

A representation of the Pad\'e approximation of the $Z$-transform of a signal as a resolvent of a tridiagonal matrix $J$ is given. Several formulas for the poles, zeros and residues of the Pad\'e approximation in terms of the matrix $J$ are proposed... Their numerical stability is tested and compared. Methods for computing forward and backward errors are presented. read more

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Numerical Analysis Functional Analysis