• DocumentCode
    706509
  • 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
  • fYear
    1999
  • fDate
    Aug. 31 1999-Sept. 3 1999
  • Firstpage
    1088
  • Lastpage
    1091
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 1999 European
  • Conference_Location
    Karlsruhe
  • Print_ISBN
    978-3-9524173-5-5
  • Type

    conf

  • Filename
    7099453
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=706509