Banded Matrix Fraction Representation of Triangular Input Normal Pairs
Methodology
2019-11-14 v1 Systems and Control
Systems and Control
Optimization and Control
Representation Theory
Abstract
An input pair is triangular input normal if and only if is triangular and , where is theidentity matrix. Input normal pairs generate an orthonormal basis for the impulse response. Every input pair may be transformed to a triangular input normal pair. A new system representation is given: is triangular normal and is a matrix fraction, , where and are triangular matrices of low bandwidth. For single input pairs, and are bidiagonal and an explicit parameterization is given in terms of the eigenvalues of . This band fraction structure allows for fast updates of state space systems and fast system identification. When A has only real eigenvalues, one state advance requires multiplications for the single input case.
Cite
@article{arxiv.1803.03904,
title = {Banded Matrix Fraction Representation of Triangular Input Normal Pairs},
author = {Andrew P. Mullhaupt and Kurt S. Riedel},
journal= {arXiv preprint arXiv:1803.03904},
year = {2019}
}