Minimal partial realization from generalized orthonormal basis function expansions
all-pass filtersHambo basesHambo transforminterpolationminimal partial realizationmodel approximationsystem identification
Moment problems and interpolation problems in the complex plane (30E05) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) System structure simplification (93B11) Realizations from input-output data (93B15) Minimal systems representations (93B20) System identification (93B30)
The problem of minimal state-space realization of a rational function with given first \(N\) coefficients of its expansion in a certain generalized orthonormal basis (the so-called Hambo basis) is solved. Explicit formulas are presented for computing the so-called direct and inverse Hambo transforms, which reduces the case of the minimal partial realization problem for Hambo basis expansions to the classical case of such problems for power series expansions. The relevant minimal rational interpolation problem is considered. Some suggestions are given to apply the partial realization algorithm presented in the paper in the approximate sense, i.e., for the purpose of model reduction or system identification.
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