Skip to main navigation Skip to search Skip to main content

Banded matrix fraction representation of triangular input normal pairs

  • S.A.C. Capital Management, LLC
  • Millennium Partners

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

An input pair (A, B) is triangular input normal if and only if A is triangular and AA* + BB* = ln, where ln is the identity matrix. Input normal pairs generate an orthonormal basis for the impulse response. Every input pair may be transformed to a triangular input normal pair. A new system representation is given: (A, B) is triangular normal and A is a matrix fraction, A = M-1N, where M and N are triangular matrices of low bandwidth. For single input pairs, M and N are bidiagonal and an explicit parameterization is given in terms of the eigenvalues of A. This band fraction structure allows for fast updates of state space systems and fast system identification. When A has only real eigenvalues, one state advance requires 3n multiplications for the single input case.

Original languageEnglish
Pages (from-to)2018-2022
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume46
Issue number12
DOIs
StatePublished - Dec 2001

Keywords

  • Balanced systems
  • Orthonormal representations
  • State space
  • System identification
  • System representations

Fingerprint

Dive into the research topics of 'Banded matrix fraction representation of triangular input normal pairs'. Together they form a unique fingerprint.

Cite this