State-space approach to approximation by phase matching

DOI10.1080/00207178708933759MaRDI QIDQ3028825zbMATH OpenOpenAlexFDO

Authors Ph. C. Opdenacker, Edmond Jonckheere

Publication date 1987

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178708933759

zbMATH Keywords

algorithmsapproximate realizationscontinuous-timeHankel operatorphase-matching algorithmproper power spectral density matrixstochastic realization approximation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) Realizations from input-output data (93B15) Stochastic systems in control theory (general) (93E03)

Recommendations

• Spectral factor reduction by phase matching: the continuous-time single-input single-output case†
• Model reduction by phase matching
• On approximate stochastic realization
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• On a Schur-algorithm based approach to spectral factorization: State- space formulae

Cites work

• A transformation approach to stochastic model reduction
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Markovian Representation of Stochastic Processes by Canonical Variables
• On bounded bilinear forms
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Spectral factor reduction by phase matching: the continuous-time single-input single-output case†
• Stochastic balancing and approximation-stability and minimality
• Symmetry properties of balanced systems

Cited in

(7)

• Balanced stochastic realizations
• Acausal models and balanced realizations of stationary processes
• On partial state matching
• Hankel-norm approximation of a rational function using stochastic realizations
• An L<sup>∞</sup>error bound for the phase approximation problem
• Analysis and synthesis of modally balanced systems
• A tighter relative-error bound for balanced stochastic truncation

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