Matrix methods for Padé approximation: numerical calculation of poles, zeros and residues

Abstract

A representation of the Padé approximation of the Z-transform of a signal as a resolvent of a tridiagonal matrix J is given. Several formulas for the poles, zeros and residues of the Padé approximation in terms of the matrix J are proposed. Their numerical stability is tested and compared. Methods for computing forward and backward errors are presented.

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