Pole Recovery From Noisy Data on Imaginary Axis

被引：7

作者：

Ying, Lexing ^{[1
]}

机构：

[1] Stanford Univ, Dept Math, Stanford, CA 94305 USA

来源：

JOURNAL OF SCIENTIFIC COMPUTING | 2022年 / 92卷 / 03期

基金：

美国国家科学基金会;

关键词：

Rational approximation; Prony's method; Analytic continuation; PARAMETER-ESTIMATION; EXPONENTIAL-SUMS; APPROXIMATION; ALGORITHM;

D O I：

10.1007/s10915-022-01963-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This note proposes an algorithm for identifying the poles and residues of a meromorphic function from its noisy values on the imaginary axis. The algorithm uses Mobius transform and Prony's method in the frequency domain. Numerical results are provided to demonstrate the performance of the algorithm.

引用

页数：13

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