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A new technique for ARMA-system identification and rational approximation

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3 Author(s)
Pillai, S.U. ; Dept. of Electr. Eng., Polytech. Univ., Brooklyn, NY, USA ; Shim, T.I. ; Youla, D.C.

The fundamental problem of identifying a linear time-invariant system from measured samples of its output response to a known input is addressed, utilizing a new and simple deterministic theory founded on well-established passive network concepts. The analysis, together with documented numerical results, demonstrates that the proposed method achieves two goals: stable rational minimum-phase transfer functions can be identified with a priori knowledge of either numerator or denominator degrees; and stable rational minimum-phase Pade-like approximations appear to be generated automatically in the nonrational case. To substantiate these claims, a detailed theoretical exposition of the basic ideas, an extensive discussion of numerical results, and a summary of related results are given

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Signal Processing, IEEE Transactions on  (Volume:41 ,  Issue: 3 )