Just in the case someone will be interested in a problem of such a kind. Very nice methods are developed by Prof. Kendall E. Atkinson. I read some of his papers and also used his toolbox for MATLAB which solves these problems very precise. One can find the description of a toolbox [here][1] and code [here][2].


  [1]: http://homepage.math.uiowa.edu/~atkinson/ftp/Fie_paper.pdf
  [2]: http://homepage.cs.uiowa.edu/~atkinson/fred.html