Title :
An optimal model approximation scheme for linear time-invariant behaviors
Author :
Roorda, Berend ; Weiland, Siep
Author_Institution :
Dept. of Econ., Univ. of Tilburg, Tilburg, Netherlands
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
This paper considers a problem of optimal model approximation in a behavioral framework. For the class of linear time-invariant ℓ2-systems, an angle criterion is introduced to define the distance measure between two systems in this class. Given a system of degree n, a characterization of all optimal approximants of degree n - 1 is given. The result is derived using the notion of canonical past-future links.
Keywords :
approximation theory; linear systems; optimal control; angle criterion; canonical past-future links; distance measure; linear time-invariant ℓ2-systems; linear time-invariant behaviors; optimal model approximation scheme; Economics; Electronic mail; Least squares approximations; Measurement; Time series analysis; Trajectory; ℓ2-systems; Behavioral Theory; Linear Systems; Optimal Model Reduction;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5
