A bootstrap method for sum-of-poles approximations

Kuan Xu, Shidong Jiang

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)16-39
Number of pages24
JournalJournal of Scientific Computing
Volume55
Issue number1
DOIs
StatePublished - Apr 2013

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science
  • Numerical Analysis
  • Engineering(all)
  • Computational Theory and Mathematics
  • Computational Mathematics
  • Applied Mathematics

Keywords

  • Balanced truncation method
  • Model reduction
  • Rational approximation
  • Square root method
  • Sum-of-poles approximation

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