A Bootstrap Method for Sum-of-Poles Approximations

  • Authors:
  • Kuan Xu;Shidong Jiang

  • Affiliations:
  • One Research Circle, GE Global Research, Niskayuna, USA 12309;Department of Mathematical Sciences, New Jersey Institute of Technology, Newark, USA 07102

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2013

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Abstract

A bootstrap method is presented for finding efficient sum-of-poles approximations of causal functions. The method is based on a recursive application of the nonlinear least squares optimization scheme developed in (Alpert et al. in SIAM J. Numer. Anal. 37:1138---1164, 2000), followed by the balanced truncation method for model reduction in computational control theory as a final optimization step. The method is expected to be useful for a fairly large class of causal functions encountered in engineering and applied physics. The performance of the method and its application to computational physics are illustrated via several numerical examples.