Stable Approximation of Unstable Transfer Function Models

The result of a system identification experiment is usually a parametric continuous-time (s-domain) or discrete-time (z-domain) model. Due to noise on the measurements and/or nonlinear distortions this model can be unstable. If an additional delay is added to the unstable system then experience shows that a stable approximation with small approximation error can be obtained as presented in R. Vuerickx (1999), I. Kollar et al. (1990), R. Pintelos and J. Schoukens and R. Vuerickx et al. (1996). In this article a new numerical algorithm is proposed for finding a delay that gives a stable result. Contrary to classical approaches it needs less gradient-like steps during the approximation process