Hankel-norm approximation of a rational function using stochastic realizations

DOI10.1016/0167-6911(89)90066-2MaRDI QIDQ1825843zbMATH OpenOpenAlexFDO

Authors György Michaletzky

Publication date 1989

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(89)90066-2

zbMATH Keywords

singular valuesHankel operatorcanonical correlationsHankel normAdamyan-Arov-Krejn theoremapproximation of rational functions

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Stochastic systems in control theory (general) (93E03) Probabilistic methods for one variable harmonic analysis (42A61)

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Cites work

• scientific article; zbMATH DE number 3990162 (Why is no real title available?)
• scientific article; zbMATH DE number 3796655 (Why is no real title available?)
• ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Canonical correlations of past inputs and future outputs for linear stochastic systems
• Markovian Representation of Stochastic Processes by Canonical Variables
• Optimal Hankel-norm model reductions: Multivariable systems
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor
• State-space approach to approximation by phase matching

Cited in

(4)

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• Stochastic approximation and realization of Hankel matrices
• On the Hankel-norm approximation of linear stochastic systems
• scientific article; zbMATH DE number 176894 (Why is no real title available?)

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