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

Y.C. Pati, R. Rezaiifar, P.S. Krishnaprasad, W.P. Dayawansa
Proceedings of 27th Asilomar Conference on Signals, Systems and Computers  
In earlier work [Pati and Krishnaprasa d 1992] it was shown that rational wavelet frame decomposi tions of the Hardy space H 2 (llj may be used to ef ficiently capture time-frequen cy localized behavior of stable linear systems, for purposes of system identifi cation and model-reduc tion. In this paper we exam ine the problem of efficient computation of low-order rational wavelet approximatio ns of stable linear sys tems. We describe a variant of the Matching Pursuit algorithm [Mallat and Zhang
more » ... 19921 that utilizes suc cessive projections onto two-dimensi onal subspaces to construct rational wavelet approximant s. The meth ods described here are illustrated by means of both simulations and experimental results.
doi:10.1109/acssc.1993.342464 fatcat:y5tpovivf5d23dyujdvbhpoqdm