Computing high precision Matrix Padé approximants

Computing high precision Matrix Padé approximants

0.00 Avg rating0 Votes
Article ID: iaor20125635
Volume: 61
Issue: 2
Start Page Number: 189
End Page Number: 208
Publication Date: Oct 2012
Journal: Numerical Algorithms
Authors: , , ,
Keywords: matrices
Abstract:

We describe a new method of computing matrix Padé approximants of series with integer data in an efficient and fraction‐free way, by controlling the growth of the size of intermediate coefficients. This algorithm is applied to compute high precision Padé approximants of matrix‐valued generating functions of time series. As an illustration we show that we can successfully recover from noisy equidistant sampling data a joint damped signal of four antenna, even in the presence of background signals.

Reviews

Required fields are marked *. Your email address will not be published.