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Pole recovery from noisy data on imaginary axis
Published 6 Feb 2022 in math.NA, cs.NA, and physics.comp-ph | (2202.02670v2)
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.
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