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Generalized Fourier and Toeplitz results for rational orthonormal bases
University of Newcastle.
KTH, Superseded Departments, Signals, Sensors and Systems. (Signalbehandling, Signal Processing)ORCID iD: 0000-0002-9368-3079
Linköping University.
1998 (English)In: SIAM Journal on Control and Optimization, ISSN 03630129 (ISSN), Vol. 37, no 2, 429-460 p.Article in journal (Refereed) Published
Abstract [en]

This paper provides a generalization of certain classical Fourier convergence and asymptotic Toeplitz matrix properties to the case where the underlying orthonormal basis is not the conventional trigonometric one but rather a rational generalization which encompasses the trigonometric one as a special case. These generalized Fourier and Toeplitz results have particular application in dynamic system estimation theory. Specifically, the results allow a unified treatment of the accuracy of least-squares system estimation using a range of model structures, including those that allow the inclusion of prior knowledge of system dynamics via the specification of fixed pole or zero locations.

Place, publisher, year, edition, pages
1998. Vol. 37, no 2, 429-460 p.
Keyword [en]
Identification (control systems), Poles and zeros, Random processes, Asymptotic Toeplitz matrix, Fourier convergence, Control system analysis
National Category
Control Engineering
Research subject
URN: urn:nbn:se:kth:diva-60581DOI: 10.1137/S0363012996305437OAI: diva2:479506
NR 20140805Available from: 2012-01-17 Created: 2012-01-13 Last updated: 2012-01-17Bibliographically approved

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Hjalmarsson, Håkan
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ReferencesLink to record
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