A Newton Algorithm for Complex Curve Fitting

In this paper the problem of synthesizing transfer functions from frequency response measurements is considered. Given a complex vector representing the measured frequency response of a physical system, a transfer function of specified order is determined that minimizes the sum of the magnitude-squared of the frequency response errors. This nonlinear least squares minimization problem is solved by an iterative global descent algorithm of the Newton type which converges quadratically near the minimum. The unknown transfer function is expressed as a sum of second order rational polynomials, a parameterization that facilitates a numerically robust computer implementation. The algorithm is developed for single-input, single-output, causal, stable transfer functions. Two numerical examples demonstrate the effectiveness of the algorithm.