We consider the problem of computing the inverse of a large class of infinite systems of linear equations, which are described by a finite set of data. The class consists of equations in which the linear operator is r...
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We consider the problem of computing the inverse of a large class of infinite systems of linear equations, which are described by a finite set of data. The class consists of equations in which the linear operator is represented by a discrete time-varying dynamical system whose local state space is of finite dimension at each time point k, and which reduces to time invariant systems for time points k --> +/-infinity. In this generalization of classical matrix inversion theory, inner-outer factorizations of operators play the role that QR-factorization plays in classical linear algebra. Numerically, they lead to so-called 'square root' implementations, for which am-active algorithms can be derived, which do not require the determination of spurious multiple eigenvalues, as would be the case if the problem was converted to a discrete time Riccati equation by squaring. We give an overview of the theory and the derivation of the main algorithms. The theory contains both the standard LTI case and the case of a finite set of linear equations as special instances, a particularly instance of which is called 'matrices of low Hanker rank', recently sometimes called 'quasi-separable matrices'. However, in the general case considered here, new phenomena occur which are not observed in these classical cases, namely the occurrence of 'defect spaces'. We describe these and give an algorithm to compute them as well. In all cases, the algorithms given are linear in the amount of data. (C) 2000 Elsevier Science Inc. All rights reserved.
This note considers inner-outer factorization for strictly proper transfer matrices. We provide characterizations to the solution of this particular factorization problem, and develop a computational algorithm to solv...
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This note considers inner-outer factorization for strictly proper transfer matrices. We provide characterizations to the solution of this particular factorization problem, and develop a computational algorithm to solve it. A numerical example is used to illustrate the proposed theory and algorithm.
The inner-outer factorization of the transfer function matrix of a linear time-invariant system has been an important algebraic problem in a variety of areas in electrical engineering, including systems and control an...
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The inner-outer factorization of the transfer function matrix of a linear time-invariant system has been an important algebraic problem in a variety of areas in electrical engineering, including systems and control analysis and design. This paper gives an explicit state space-based algorithm for the inner-outer factorization of the transfer function matrix of a general discrete-time linear system. More specifically, the algorithm applies to any discrete-time linear system whose transfer function is proper and stable.
This paper discussed the inner-outer factorization for square real rational matrices which may have zeros on the j-omega-axis including infinity. A factorization method is given in terms of the descriptor form represe...
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This paper discussed the inner-outer factorization for square real rational matrices which may have zeros on the j-omega-axis including infinity. A factorization method is given in terms of the descriptor form representation of the rational matrix. This method uses the solution of a generalized Riccati equation. We also propose an efficient computation algorithm for solving the generalized Riccati equation.
This paper considers inner-outer factorization of asymptotically stable nonlinear state space systems in continuous time that are noninvertible. Our approach will be via a nonlinear analogue of spectral factorization ...
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This paper considers inner-outer factorization of asymptotically stable nonlinear state space systems in continuous time that are noninvertible. Our approach will be via a nonlinear analogue of spectral factorization which concentrates on first finding the outer factor instead of them inner factor. An application of the main result to control of nonminimum phase nonlinear systems is indicated.
The interactor matrix plays several important roles in control systems theory. In this paper, we present a simple method of deriving a right interactor for tall transfer function matrices using the Moore-Penrose pseud...
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The interactor matrix plays several important roles in control systems theory. In this paper, we present a simple method of deriving a right interactor for tall transfer function matrices using the Moore-Penrose pseudoinverse. As a result of the presented method, all zeros of the interactor lie at the origin. The method will be applied to inner-outer factorization for strictly proper transfer function matrices. It will be shown that the stability of the interactor is necessary to calculate the factorization. (c) 2012 Wiley Periodicals, Inc. Electron Comm Jpn, 95(8): 17-25, 2012;Published online in Wiley Online Library (). DOI 10.1002/ecj.11387
This paper is written with two purposes in mind. First, it points out some mistakes made in the paper ''Optimal deconvolution filter design based on orthogonal principle'', recentry published in this j...
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This paper is written with two purposes in mind. First, it points out some mistakes made in the paper ''Optimal deconvolution filter design based on orthogonal principle'', recentry published in this journal. Secondly, in order to sort out the reason for those mistakes, the relations between inner-outer factorization, spectral factorization, whitening filters and Diophantine equations in minimum mean square error (MMSE) filter design are stressed. It is emphasized that computation of an inner matrix corresponds to performing a spectral factorization and the inverse of the outer matrix is a whitening filter. Furthermore, finding the causal part of an expression is the same as solving a Diophantine equation.
The present paper analyzes the construction of outer functions, the factorization of finite-impulse response (FIR) systems into a minimum phase system and an all-pass part, and the spectral factorization. It investiga...
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The present paper analyzes the construction of outer functions, the factorization of finite-impulse response (FIR) systems into a minimum phase system and an all-pass part, and the spectral factorization. It investigates the behavior of these operations with respect to errors in the given data. It shows that the error in the constructed outer function grows at least and at most proportional with the logarithm of the degree of the given FIR system and proportional to the error in the given data. For the other two operations, it turns out that they show the same behavior with respect to errors in the given FIR data as the construction of outer functions.
This paper deals with the identification of an autoregressive (AR) process disturbed by an additive moving-average (MA) noise. Our approach operates as follows: Firstly, the AR parameters are estimated by using the ov...
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This paper deals with the identification of an autoregressive (AR) process disturbed by an additive moving-average (MA) noise. Our approach operates as follows: Firstly, the AR parameters are estimated by using the overdetermined high-order Yule-Walker equations. The variance of the AR process driving process can be deduced by means of an orthogonal projection between two types of estimates of AR process correlation vectors. Then, the correlation sequence of the MA noise is estimated. Secondly, the MA parameters are obtained by using inner-outer factorization. To study the relevance of the resulting method, we compare it with existing algorithms, and we analyze the identifiability limits. The identification approach is then combined with Kalman filtering for channel estimation in mobile communication systems.
The paper deals with the design of Rayleigh fading channel simulators based on the inner-outer factorization. The core of the approach is to approximate the outer spectral factor of the channel power spectral density ...
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The paper deals with the design of Rayleigh fading channel simulators based on the inner-outer factorization. The core of the approach is to approximate the outer spectral factor of the channel power spectral density (PSD) by either finite-order polynomials or rational functions. This, respectively, leads to MA or AR/ARMA models. The parameter estimation operates in two steps: the outer factor, which leads to a minimum-phase filter, is first evaluated inside the unit disk of the z-plane. Then, we propose to compute the Taylor expansion coefficients of the outer factor because they coincide with the model parameters. Unlike other simulation techniques, this has the advantage that the first p parameters remain unchanged when one increases the model order from p to p+1. A comparative study with existing channel simulation approaches points out the relevance of our ARMA model-based method. Moreover, the ARMA model weakens the oscillatory deviations from the theoretical PSD in the case of AR models, or low peaks at the Doppler frequencies for MA models. (C) 2009 Elsevier B.V. All rights reserved.
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