Hankel-norm approximation of a rational function using stochastic realizations

DOI10.1016/0167-6911(89)90066-2zbMath0684.93072OpenAlexW2011842768MaRDI QIDQ1825843

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

Hankel operatorsingular valuescanonical 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)

Cites Work

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• Canonical correlations of past inputs and future outputs for linear stochastic systems
• State-space approach to approximation by phase matching
• Optimal Hankel-norm model reductions: Multivariable systems
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor
• Markovian Representation of Stochastic Processes by Canonical Variables
• ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM

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