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A fast recursive algorithm for system identification and model reduction using rational wavelets

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4 Author(s)
Pati, Y.C. ; Dept. of Electr. Eng., Stanford Univ., CA, USA ; Rezaiifar, R. ; Krishnaprasad, P.S. ; Dayawansa, W.P.

In earlier work by Pati and Krishnaprasad (1992) it was shown that rational wavelet frame decompositions of the Hardy space H2(II+) may be used to efficiently capture time-frequency localized behavior of stable linear systems, for purposes of system identification and model-reduction. In this paper we examine the problem of efficient computation of low-order rational wavelet approximations of stable linear systems. We describe a variant of the matching pursuit algorithm of Mallat and Zhang (1992) that utilizes successive projections onto two-dimensional subspaces to construct rational wavelet approximants. The methods described here are illustrated by means of both simulations and experimental results

Published in:

Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on

Date of Conference:

1-3 Nov 1993

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