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TW 292
P. Van gucht and A. Bultheel
State-space realization and orthogonal rational functions
Abstract
In this article we give a state space approach to orthogonal rational functions and how they can be used in system identification. The main result is a recursive algorithm to find the minimal balanced realization of a product of successive rational inner functions. It generalizes an algorithm by Heuberger et al. who considered the case of powers of a fixed rational matrix inner function. We extend this to the general block form which allows to consider a product of inner matrix functions. This realization can be used to find an orthogonal basis of rational functions.
report.pdf / mailto: P. Van gucht