Asymptotic zero distribution of orthogonal polynomials in sinusoidal frequency estimation
IEEE Transactions on Information Theory
Pade´ approximations in noise filtering
Proceedings of the 6th international congress on Computational and applied mathematics
SIAM Journal on Applied Mathematics
Reconstruction of a piecewise constant function from noisy Fourier coefficients by Padé method
SIAM Journal on Applied Mathematics
Journal of Computational and Applied Mathematics
IEEE Transactions on Signal Processing
Journal of Multivariate Analysis
A black box method for solving the complex exponentials approximation problem
Digital Signal Processing
Noise in the complex plane: open problems
Numerical Algorithms
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In the application of Pade methods to signal processing a basic problem is to take into account the effect of measurement noise on the computed approximants. Qualitative deterministic noise models have been proposed which are consistent with experimental results. In this paper the Pade approximants to the Z-transform of a complex Gaussian discrete white noise process are considered. Properties of the condensed density of the Pade poles such as circular symmetry, asymptotic concentration on the unit circle and independence on the noise variance are proved. An analytic model of the condensed density of the Pade poles for all orders of the approximants is also computed. Some Monte Carlo simulations are provided.