ISSN:
1572-9265
Keywords:
Lanczos algorithm
;
Padé approximation
;
filtering
;
65F15
;
65G05
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Given a single-input single-output system {A,b,c} with strictly proper transfer function g(s), we derive a Lanczos-based method to construct a tridiagonal state-space model $$\{ \hat A,\hat b,\hat c\} $$ approximating the “pre-filtered” transfer function f(s)g(s), where f(s) is given in factored form $$f(s) \doteq \Pi _{i = 1}^\ell (s - z_i )/\Pi _{i = 1}^\ell (s - p_i )$$ . We also show how to apply this idea to the Arnoldi process and mention a few other extensions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1019168220795
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