Spectral Moment Problems: Generalizations, Implementation and Tuning
2011 (English)Doctoral thesis, comprehensive summary (Other academic)
Spectral moment interpolation find application in a wide array of use cases: robust control, system identification, model reduction to name the most notable ones. This thesis aims to expand the theory of such methods in three different directions. The first main contribution concerns the practical applicability. From this point of view various solving algorithm and their properties are considered. This study lead to identify a globally convergent method with excellent numerical properties. The second main contribution is the introduction of an extended interpolation problem that allows to model ARMA spectra without any explicit information of zero’s positions. To this end it was necessary for practical reasons to consider an approximated interpolation insted. Finally, the third main contribution is the application to some problems such as graphical model identification and ARMA spectral approximation.
Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology , 2011. , xii, 10 p.
Trita-MAT. OS, ISSN 1401-2294 ; 11:06
IdentifiersURN: urn:nbn:se:kth:diva-39026ISBN: 978-91-7501-087-8OAI: oai:DiVA.org:kth-39026DiVA: diva2:438977
2011-09-16, Sal F2, Lindstedtsvägen 26, KTH, Stockholm, 10:00 (English)
Picci, Giorgio, Professor
Lindquist, Anders, Professor
QC 201109062011-09-062011-09-062011-09-08Bibliographically approved
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