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Abstract

In this paper, we introduce a new approach for the recovery of rational functions. The concept we propose is based on using the exponential structure of the Fourier coefficients of rational functions and the reconstruction of this exponential structure in the frequency domain. We choose ESPRIT as a method for the exponential recovery. The matrix pencil structure of this approach is the reason for its selection, as it makes our method suitable for the sensitivity analysis. According to our method, poles located inside and outside the unit circle are reconstructed independently as eigenvalues of some special Hankel matrix pencils. Furthermore, we derived formulas for sensitivities of poles of rational functions in case of unstructured and structured perturbations. Finally, we consider several numerical experiments and, using sensitivities, explain the recovery errors for poles.