Rational approximation of vertical segments
In this paper the problem of approximation of noisy data is approached using uncertainty intervals. It is assumed that for each observation, an uncertainty interval can be given that contains the unknown exact value. The authors study the problem of approximation of these data with a rational function which intersects the given uncertainty intervals. It is shown, how to reduce the problem to a quadratic programming problem with a strictly convex objective function. Compared with the rational least squares approximation which reduces to a nonlinear optimization problem, where the objective function may have many local minima, this makes the new approach attractive.
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