Convex Optimisation for Non-Negative EPT Functions with Budan-Fourier Algorithm

A Convex Optimisation procedure to derive the vector B for a pair (A, c) whose dominant pole and coefficient have been identified. The algorithm is described in Section 6 of Rational Approximation of Transfer Functions for Non-Negative EPT Densities. An instruction sheet with examples detailing the purpose of each m-file is also available. The Zipped File contains the complete folder of necessary files to implement the technique or the m-files can be accessed individually.

Instruction Sheet

Convex Optimisation (Zipped File)

Individual M-files

• EPT_ConvexOP_MinSearch.m
• FindingAlpha.m
• Convex_Optimisation.m
• Finite_T.m
• Zeros_EPT_DP.m
• Plot_EPT_DP.m
• Budan_Fourier_P.m
• Budan_Fourier_EP.m
• Budan_Fourier_EPT.m
• EP_Bisection.m
• EPT_Bisection.m