Nudelman interpolation, parametrizations of lossless functions and balanced realizations

Abstract: We investigate the parametrization issue for discrete-time stable allpass multivariable systems by means of a Schur algorithm involving a Nudelman interpolation condition. A recursive construction of balanced realizations is associated with it, that possesses a very good numerical behavior. Several atlases of charts or families of local parametrizations are presented and for each atlas a chart selection strategy is proposed. The last one can be viewed as a nice mutual encoding property of lossless functions and turns out to be very efficient. These parametrizations allow for solving optimization problems within the fields of system identification and optimal control.

• Type: Journal
• Year: 2007
• Where: AUTOMATICA
• Authors: Jean-Paul Marmorat, Martine Olivi
• Keywords: AUTOMATICA 2007, Discrete-time Stable Allpass, Nice Mutual Encoding, Nudelman Interpolation Condition