A parametrization of discrete-time positive real functions interpolating input-output characteristics

Author

Horiguchi, Kazumi

Author_Institution

Fac. of Biol., Kinki Univ., Osaka, Japan

fYear

1999

fDate

36373

Firstpage

1005

Lastpage

1010

Abstract

We consider a problem of finding discrete-time positive real functions which interpolate the given input-output characteristics. The input-output characteristics are given by the coefficients of the Taylor series at some complex points in the open unit disk. The problem is a generalization of the interpolation problem of covariance parameters, which is important in signal processing, system realization and system identification. We present an algorithm to parametrize all the discrete-time positive real functions that interpolate the input-output characteristics and have a limited McMillan degree

Keywords

covariance matrices; discrete time systems; eigenvalues and eigenfunctions; identification; interpolation; series (mathematics); signal processing; McMillan degree; Taylor series; covariance parameters; discrete-time systems; eigenvalues; input-output characteristics; interpolation; parametrization; positive real functions; signal processing; system identification; Biology; Biomedical signal processing; Delay; Eigenvalues and eigenfunctions; Frequency; Interpolation; Signal processing algorithms; Stochastic processes; System identification; Taylor series;

fLanguage

English

Publisher

ieee

Conference_Titel

SICE Annual, 1999. 38th Annual Conference Proceedings of the

Conference_Location

Morioka

Print_ISBN

4-907764-13-8

Type

conf

DOI

10.1109/SICE.1999.788688

Filename

788688