Pole recovery from noisy data on imaginary axis
Numerical Analysis
2022-02-15 v2 Numerical Analysis
Computational Physics
Abstract
This note proposes an algorithm for identifying the poles and residues of a meromorphic function from its noisy values on the imaginary axis. The algorithm uses M\"{o}bius transform and Prony's method in the frequency domain. Numerical results are provided to demonstrate the performance of the algorithm.
Cite
@article{arxiv.2202.02670,
title = {Pole recovery from noisy data on imaginary axis},
author = {Lexing Ying},
journal= {arXiv preprint arXiv:2202.02670},
year = {2022}
}