Discrete - Time Positive Real Matrix Functions Interpolating Input - Output Characteristics

• HORIGUCHI Kazumi

  the Faculty of Biology Oriented Science and Technology, Kinki University

抄録

It is an important problem in signal processing, system realization and system identification to find linear discrete-time systems which are consistent with given covariance parameters. This problem is formulated as a problem of finding discrete-time positive real functions which interpolate given covariance parameters. Various investigations have yielded several significant solutions to the problem, while there remains an important open problem concerning the McMillan degree. In this paper, we use more general input-output characteristics than covariance parameters and consider finding discrete-time positive real matrix functions which interpolate such characteristics. The input-output characteristics are given by the coefficients of the Taylor series at some complex points in the open unit disk. Thus our problem is a generalization of the interpolation problem of covariance parameters. We reduce the problem to a directional interpolation problem with a constraint and develop the solution by a state-space based new approach. The main results consist of the necessary and sufficient condition for the existence of the discrete-time positive real matrix function which interpolates the given characteristics and has a limited McMillan degree, and a parameterization of all such functions. These are a contribution to the open problem and a generalization of the previous result.

収録刊行物

• IEICE transactions on fundamentals of electronics, communications and computer sciences

  IEICE transactions on fundamentals of electronics, communications and computer sciences 82 (8), 1608-1618, 1999-08-25

  一般社団法人電子情報通信学会

キーワード

• positive real function
• interpolation
• input - output characteristics
• covariance parameter
• realization theory

詳細情報

• CRID: 1570291227426877056
• NII論文ID: 110003208334
• NII書誌ID: AA10826239
• ISSN: 09168508
• 本文言語コード: en
• データソース種別:
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