COMPARISON BETWEEN TRANSFER-FUNCTION AND STATE-SPACE APPROACHES TO SIGNAL MODELING.

Document Type

Conference Proceeding

Date of Original Version

12-1-1985

Abstract

There exist algorithms for estimating either a transfer-function or a state-space description corresponding to a given noise-free impulse response. When the data consist of impulse response plus noise, the algorithms have to be modified in order to give good performance. In both the transfer-function and state-space approaches, the key modification involves the use singular value decomposition (SVD). However, there are fundamental differences in the way in which the SVD is used to improve performance in the noisy data case. The differences between the two approaches are studied, as well as the corresponding performance of each method.

Publication Title, e.g., Journal

Proceedings of the IEEE Conference on Decision and Control

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