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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
214
P. Dewilde
The obvious choice for the A and B operator of the corresponding O matrix is given by:
E
~
A __ "~176
' B2 :
I
,9 I
81
9
8 n
For the algebraic Hermite-Fejer problem, which is an extension of the previous case to
higher multiplicities, the choice is as follows:
A
V~ I
v;( l
I
I
V~(k-~)
B1
B2
V~ I
~ o ... o ~ o...
THE MODEL REDUCTION PROBLEM
Here we start out with a high order model for a given T, in output normal form (for
convenience, we assume T to be strictly causal),
T = BZ(I - AZ)-IC
with
AA* -4- CC* =
I. Let, furthermore, be given a hermitian, diagonal matrix r, ...
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Publisher Resources

ISBN: 9780444821072