Rational interpolation, minimal realization and model reduction
Please always quote using this URN:urn:nbn:de:0296-matheon-3784
- In this paper we consider the rational interpolation problem consisting in finding a rational matrix-valued function that interpolates a given set of parameters. We briefly describe two different numerical methods for solving this problem. These are the vector fitting and the frequency domain subspace identification method. Several numerical examples are given that compare the properties of these methods. Furthermore, we discuss the computation of a (minimal) state space realization of a rational function. Model order reduction methods such as modal approximation and balanced truncation are also presented. These methods can be used to compute a reduced-order approximation of the realized dynamical system.
Author: | Falk Ebert, Tatjana Stykel |
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URN: | urn:nbn:de:0296-matheon-3784 |
Referee: | Volker Mehrmann |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2007/01/29 |
Release Date: | 2007/01/25 |
Institute: | Technische Universität Berlin |
Preprint Number: | 371 |