Recovery of rational functions via Hankel pencil method and sensitivities of the poles

In this paper, we introduce a new approach for the recovery of rational functions. The concept we propose is based on using the exponential structure of the Fourier coefficients of rational functions and the reconstruction of this exponential structure in the frequency domain. We choose ESPRIT as a method for the exponential recovery. The matrix pencil structure of this approach is the reason for its selection, as it makes our method suitable for the sensitivity analysis. According to our method, poles located inside and outside the unit circle are reconstructed independently as eigenvalues of some special Hankel matrix pencils. Furthermore, we derived formulas for sensitivities of poles of rational functions in case of unstructured and structured perturbations. Finally, we consider several numerical experiments and, using sensitivities, explain the recovery errors for poles.

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Publication Details

Journal
Analysis and Applications
Published
2025-09-26
DOI
https://doi.org/10.1142/s0219530525500587
Primary Topic
Mathematical functions and polynomials
Type
article
Field-Weighted Citation Impact
0.00
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article

Recovery of rational functions via Hankel pencil method and sensitivities of the poles

Nadiia Derevianko
Analysis and Applications
Mathematical functions and polynomials
article

Recovery of rational functions via Hankel pencil method and sensitivities of the poles

Nadiia Derevianko
article en

Abstract

In this paper, we introduce a new approach for the recovery of rational functions. The concept we propose is based on using the exponential structure of the Fourier coefficients of rational functions and the reconstruction of this exponential structure in the frequency domain. We choose ESPRIT as a method for the exponential recovery. The matrix pencil structure of this approach is the reason for its selection, as it makes our method suitable for the sensitivity analysis. According to our method, poles located inside and outside the unit circle are reconstructed independently as eigenvalues of some special Hankel matrix pencils. Furthermore, we derived formulas for sensitivities of poles of rational functions in case of unstructured and structured perturbations. Finally, we consider several numerical experiments and, using sensitivities, explain the recovery errors for poles.

Analysis and Applications
Technical University of Munich (DE)
Openalex Percentile: Top 63%
Mathematical functions and polynomials
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