NAJan 17, 2018
Matrix methods for Padé approximation: numerical calculation of poles, zeros and residuesLuca Perotti, Michal Wojtylak
A representation of the Padé 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 Padé 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.