Banded matrix fraction representation of triangular input normal pairs
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Abstract: An input pair is triangular input normal if and only if is triangular and , where is theidentity matrix. Input normal pairs generate an orthonormal basis for the impulse response. Every input pair may be transformed to a triangular input normal pair. A new system representation is given: is triangular normal and is a matrix fraction, , where and are triangular matrices of low bandwidth. For single input pairs, and are bidiagonal and an explicit parameterization is given in terms of the eigenvalues of . This band fraction structure allows for fast updates of state space systems and fast system identification. When A has only real eigenvalues, one state advance requires multiplications for the single input case.
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- scientific article; zbMATH DE number 4070726
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