Approximation of discrete linear systems
- 27 March 1973
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 17 (3) , 565-575
- https://doi.org/10.1080/00207177308932403
Abstract
Given a multi–input, multi–output linear time–invariant discrete–time system or its weighting matrices, equations are derived to characterize a system of lower dimension which optimally approximates the given system with respect to the sum of squared output errors of the impulse response. These equations are shown to imply that in principle a modified B. L. Ho algorithm can be used to find the approximation. The connection with projection methods of approximation is demonstrated, Some comments on computational difficulties are included.Keywords
This publication has 8 references indexed in Scilit:
- A unified approach to discrete-time systems identification†International Journal of Control, 1971
- Optimum approximation of high-order systems by low-order models†International Journal of Control, 1971
- Numerical solution of the matrix equation AX + XAT+ B = 0IEEE Transactions on Automatic Control, 1971
- Optimum solution of model-reduction problemProceedings of the Institution of Electrical Engineers, 1970
- Matrix Equation $XA + BX = C$SIAM Journal on Applied Mathematics, 1968
- Geometrical approach to reduction of dynamical systemsProceedings of the Institution of Electrical Engineers, 1967
- A method for simplifying linear dynamic systemsIEEE Transactions on Automatic Control, 1966
- The Pseudoinverse of a Rectangular or Singular Matrix and Its Application to the Solution of Systems of Linear EquationsSIAM Review, 1959