DocumentCode :
855952
Title :
An Lerror bound for the phase approximation problem
Author :
Li, Rongsheng ; Jonckheere, Edmond
Author_Institution :
University of Southern California, Los Angeles, CA, USA
Volume :
32
Issue :
6
fYear :
1987
fDate :
6/1/1987 12:00:00 AM
Firstpage :
517
Lastpage :
518
Abstract :
Given a random process spectral factor w(\\cdot) , the phase approximation algorithm, initiated by Jonckheere and Helton [1], constructs a reduced-order spectral factor \\hat{w}(\\cdot) such that \\parallel w/w^{\\ast }-\\hat{w}/ \\hat{w}^{\\ast }\\parallel is small in the Hankel-norm sense. In this note, we derive the L^{\\infty } error bound \\parallel w/w^{\\ast } - \\hat{w}/\\hat{w}^{\\ast }\\parallel_{\\infty } \\leq 4(\\sigma _{k+1} + ... +\\sigma _{N}) , where the σ\´s are the canonical correlation coefficients. A similar result holds in the multivariable case.
Keywords :
Phase estimation; Spectral factorizations; Adaptive control; Approximation algorithms; Error correction; Frequency; H infinity control; Linear approximation; Random processes; Robustness; Shape control;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1987.1104644
Filename :
1104644
Link To Document :
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