Identification of rational spectral densities using orthonormal basis functions

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 1327-1332

  Blomqvist, A ^a   Fanizza, G ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Filter banks; Linear filters; Spectral density function; Spectral estimation; System identification

Indexed keywords

FILTER BANKS; IDENTIFICATION (CONTROL SYSTEMS); RELIGIOUS BUILDINGS; SPECTRAL DENSITY;

LINEAR FILTERS; NUMERICAL PROPERTIES; ORTHONORMAL BASIS FUNCTIONS; POSITIVE REAL; RATIONAL SPECTRAL DENSITY; SPECTRAL ESTIMATION; STANDING PROBLEMS; TIME INVARIANTS;

RATIONAL FUNCTIONS;

EID: 21444452717     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)34944-3     Document Type: Conference Paper

References (12)

1. A. Blomqvist, A. Lindquist, and R. Nagamune Matrix-valued Nevanlinna-Pick interpolation with complexity constraint: An optimization approach Preprint 2002
2. A. Blomqvist, and R. Nagamune A numerical algorithm for Kullback-Leibler approximations Preprint 2002
3. P. Bodin, L. Villemoes, and B. Wahlberg Selection of best orthonormal rational basis SIAM J. Contr. and Optimiz 38 4 2000 995 1032
4. C.I. Byrnes, T.T. Georgiou, and A. Lindquist A new approach to spectral estimation: A Tunable High-Resolution Spectral Estimator IEEE Trans. Signal Processing 48 11 2000 3189 3205 November
5. P.E. Caines Linear Stochastic Systems 1988 John Wiley & Sons New York
6. T. de Hoog, Z. Szabó, P. Heuberger, P. Van den Hof, and J. Bokor Minimal partial realization from generalized orthonormal basis function expansions Automatics 38 2002 655 669
7. T.T. Georgiou Spectral estimation via selective harmonic amplification IEEE Trans. Automat. Control 46 1 2001 29 42 January
8. T.T. Georgiou, and A. Lindquist Kullback-Leibler approximation of spectral density functions Preprint 2002
9. R. Nagamune A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint Proceeding of the 40th IEEE Conference on Decision and Control Orlando, Florida, December 2001 1119 1124
10. B. Ninness, and F. Gustafsson A unifying construction of orthonormal bases for system identification IEEE Trans. Automat. Control 42 4 1997 515 521
11. P. Van den Hof, P. Heuberger, and J. Bokor System identification with generalized orthonormal basis functions Automatica 31 1995 1821 1834
12. B Wahlberg System identification using Laguerre models IEEE Trans. Automat. Control 36 5 1991 55l 562