NANAFAJan 17, 2018

Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues

arXiv:1712.0115510 citationsh-index: 8
Originality Synthesis-oriented
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Provides a new numerical framework for Padé approximation, relevant to signal processing and systems theory, but the improvements over existing methods are not quantified.

The paper introduces a matrix-based representation of Padé approximations for the Z-transform, enabling numerical calculation of poles, zeros, and residues via a tridiagonal matrix. It proposes and compares several formulas, testing numerical stability and error computation.

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.

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