Recurrence relations for orthogonal rational functions

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The purpose of this paper is to investigate recurrence relations for orthonormal rational functions with a few prescribed real or complex conjugate poles. It is shown that under some restrictions on the ordering of the poles, these functions satisfy short recursion relations, analogous to the three-term recursion relations for orthogonal polynomials. The number of terms in the recursion relations for orthonormal rational functions with prescribed poles depends both on the number of distinct poles and on the order in which the poles enter in the sequence of orthonormal rational functions. The recursion formulas obtained in the paper form the foundation of a Stieltjes-type procedure for the recursive generation of orthonormal rational functions with prescribed poles. An application to least-squares approximation is also discussed.





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