System identification by discrete rational atoms
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Publication:889002
DOI10.1016/J.AUTOMATICA.2015.03.022zbMATH Open1323.93027OpenAlexW2061654699MaRDI QIDQ889002FDOQ889002
Authors: Weixiong Mai, Wen Mi, Qiuhui Chen, Liming Zhang 
Publication date: 5 November 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.03.022
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Cites Work
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- Orthonormal basis functions for continuous-time systems and \(L_p\) convergence
- On approximation of stable linear dynamical systems using Laguerre and Kautz functions
- Laguerre methods andH∞identification of continuous-time systems
- Frequency-domain identification: An algorithm based on an adaptive rational orthogonal system
- Orthogonal rational functions with real coefficients and semiseparable matrices
- On backward shift algorithm for estimating poles of systems
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- Rational approximation in linear systems and control
- Rational wavelet decompositions of transfer functions in Hardy-Sobolev classes
Cited In (13)
- Frequency domain identification using adaptive Fourier decomposition method with polynomials
- Spectra of rational orthonormal systems
- Fast analytic sampling approximation from Cauchy kernel
- Positive-instantaneous frequency and approximation
- Mixed model identification for linear time-invariant systems with mixed noises in frequency domain
- A novel 2D partial unwinding adaptive Fourier decomposition method with application to frequency domain system identification
- Identification of discrete Hammerstein systems by using adaptive finite rational orthogonal basis functions
- Fractional-order discrete-time Laguerre filters: a new tool for modeling and stability analysis of fractional-order LTI SISO systems
- MIMO frequency domain system identification using matrix-valued orthonormal functions
- Weighted singular value decomposition basis of Szegő kernel and its applications to signal reconstruction and denoising
- Basis pursuit for frequency-domain identification
- The adaptive Fourier decomposition for financial time series
- A theory on non-constant frequency decompositions and applications
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