A Bootstrap Method for Sum-of-Poles Approximations
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- 作者：Kuan Xu (1)
Shidong Jiang (2) - 关键词：Rational approximation ; Sum ; of ; poles approximation ; Model reduction ; Balanced truncation method ; Square root method
- 刊名：Journal of Scientific Computing
- 出版年：2013
- 出版时间：April 2013
- 年：2013
- 卷：55
- 期：1
- 页码：16-39
- 全文大小：1007KB
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Shidong Jiang (2)
1. One Research Circle, GE Global Research, Niskayuna, NY, 12309, USA
2. Department of Mathematical Sciences, New Jersey Institute of Technology, University Heights, Newark, NJ, 07102, USA - ISSN：1573-7691
文摘
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. 37:1138-164, 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.