### Abstract

In this article, we propose a new approach to determining the best rational approximation of a given irrational power spectral density defined on the unit circle such that the approximant has McMillan degree less than or equal to some positive integer $n$. The main result is that we prove the existence of an optimal solution and that this solution can be found by standard methods of optimization.

Original language | Undefined |
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Place of Publication | Enschede |

Publisher | University of Twente, Department of Applied Mathematics |

Publication status | Published - 2004 |

### Publication series

Name | |
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Publisher | Department of Applied Mathematics, University of Twente |

No. | 1731 |

ISSN (Print) | 0169-2690 |

### Keywords

- MSC-41A05
- MSC-41A20
- IR-65915
- MSC-41A50
- EWI-3551
- MSC-41A29

## Cite this

Nurdin, H. I., & Bagchi, A. (2004).

*An approach to rational approximation of power spectral densities on the unit circle*. Enschede: University of Twente, Department of Applied Mathematics.