Matrix RationalH2Approximation: A Gradient Algorithm Based on Schur Analysis

DOI10.1137/S0363012995284230zbMath0979.41009OpenAlexW2045937853MaRDI QIDQ4210204

Pascale Fulcheri, Martine Olivi

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995284230

zbMATH Keywords

identificationrational approximationdiscrete time systemsgradient algorithminner matricesSchur analysis

Mathematics Subject Classification ID

Related Items (16)

Minimax principle and lower bounds in \(H^2\)-rational approximation ⋮ Positive-instantaneous frequency and approximation ⋮ Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm ⋮ Two-sided Grassmann manifold algorithm for optimal ℋ2 model reduction ⋮ Data-driven constrained optimal model reduction ⋮ Convergence of the iterative rational Krylov algorithm ⋮ Model reduction using a frequency-limited \(\mathcal H_2\)-cost ⋮ A Theory on Non-Constant Frequency Decompositions and Applications ⋮ Greedy Algorithms and Rational Approximation in One and Several Variables ⋮ System identification of microwave filters from multiplexers by rational interpolation ⋮ Nudelman interpolation, parametrizations of lossless functions and balanced realizations ⋮ Cyclic AFD algorithm for the best rational approximation ⋮ Mathematical theory of signal analysis vs. complex analysis method of harmonic analysis ⋮ \(\mathcal{H}_2(t_f)\) optimality conditions for a finite-time horizon ⋮ Analytic approximation with real constraints, with applications to inverse diffusion problems ⋮ An enhancement algorithm for cyclic adaptive Fourier decomposition

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