Stability-preserving rational approximation subject to interpolation constraints

被引:7
作者
Karlsson, Johan [1 ]
Lindquist, Anders [1 ]
机构
[1] Royal Inst Technol, Div Optimizat & Syst Theory, Dept Math, S-10044 Stockholm, Sweden
基金
瑞典研究理事会;
关键词
interpolation; model reduction; quasi-convex optimization; rational approximation; stability;
D O I
10.1109/TAC.2008.929384
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A quite comprehensive theory of analytic interpolation with degree constraint, dealing with rational analytic interpolants with an a priori bound, has been developed in recent years. In this paper, we consider the limit case when this bound is removed, and only stable interpolants with a prescribed maximum degree are sought. This leads to weighted H-2 minimization, where the interpolants are parameterized by the weights. The inverse problem of determining the weight given a desired interpolant profile is considered, and a rational approximation procedure based on the theory is proposed. This provides a tool for tuning the solution to specifications. The basic idea could also be applied to the case with bounded analytic interpolants.
引用
收藏
页码:1724 / 1730
页数:7
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