Computing complex polynomial Chebyshev approximants on the unit circle by the real Remez algorithm

Citation
B. Le Bailly et Jp. Thiran, Computing complex polynomial Chebyshev approximants on the unit circle by the real Remez algorithm, SIAM J NUM, 36(6), 1999, pp. 1858-1877
Citations number
27
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN journal
00361429 → ACNP
Volume
36
Issue
6
Year of publication
1999
Pages
1858 - 1877
Database
ISI
SICI code
0036-1429(19991027)36:6<1858:CCPCAO>2.0.ZU;2-B
Abstract
In recent decades, several generalizations of the real Remez algorithm to t he complex domain have been proposed. For example, a recent paper by Tseng, [SIAM J. Numer. Anal., 33 (1996), pp. 2017-2049] presents a generalized mu ltiple exchange method for solving Chebyshev approximation problems by poly nomials on the unit circle. His method is particularly efficient when the n umber of extremal points characterizing the optimal solution is close to it s lower bound n + 1. (n - 1 is the degree of the polynomial approximant.) U nder the same assumptions, the aim of this paper is to show that the comple x problem can be solved by considering a real polynomial Chebyshev approxim ation. Hence, we apply the real Remez algorithm and we illustrate the effic iency of this approach by various numerical experiments, e.g., in digital f ilter design.