Generalized Fourier and Toeplitz Results for Rational Orthonormal Bases

DOI10.1137/S0363012996305437zbMath0955.42018OpenAlexW1969851568MaRDI QIDQ4252995

Brett Ninness, Håkan Hjalmarsson, Fredrik Gustafsson

Publication date: 24 June 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012996305437

zbMATH Keywords

system identificationstochastic processesorthonormal basis functionsprediction theoryFourier and Toeplitz matrices

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) General harmonic expansions, frames (42C15)

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A regularised estimator for long-range dependent processes ⋮ Adaptive Fourier series---a variation of greedy algorithm ⋮ The cost of complexity in system identification: the output error case ⋮ Variance expressions for spectra estimated using auto-regressions. ⋮ Toeplitz-composition $C^{*}$-algebras for certain finite Blaschke products ⋮ A unifying method to construct rational basis functions for linear and nonlinear systems ⋮ Convergence of the Cesàro mean for rational orthonormal bases ⋮ Variance-error quantification for identified poles and zeros ⋮ On the order of rational Fourier coefficients of various bounded variations ⋮ Quantifying the accuracy of Hammerstein model estimation

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