G. Cortelazzo et al., RATIONAL MULTIPLE CRITERION APPROXIMATION AND RATIONAL COMPLEX APPROXIMATION BY DIFFERENTIAL CORRECTION-TYPE ALGORITHMS, SIAM journal on scientific computing, 16(4), 1995, pp. 974-991
This work shows how to extend the differential correction algorithm (a
well-known technique for rational minimax approximation of real funct
ions) to handle simultaneous minimax approximation of magnitude and ph
ase of complex-valued functions defined on the unit circle of the comp
lex plane. The proposed procedure enjoys global convergence to local b
est approximants with poles only inside the unit circle. Hence, the ap
proximants obtained can be used as transfer functions of causal and st
able linear systems, and the proposed technique can be profitably appl
ied to digital filter design. The differential correction strategy can
also be applied to rational complex approximation, and can also be ex
tended to the case of multidimensional rational functions, retaining t
he properties of the one-dimensional case. This ability to produce sta
ble transfer functions is of special interest in the multidimensional
case.