1989 | OriginalPaper | Buchkapitel
A Tutorial on Hankel-Norm Approximation
verfasst von : Keith Glover
Erschienen in: From Data to Model
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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A self-contained derivation is presented of the characterization of all optimal Hankel-norm approximations to a given matrix-valued transfer function. The approach involves a state-space characterization of all-pass systems as in the author’s previous work, but has been greatly simplified. A section of preliminary results is included giving general results on linear fractional transformations, Hankel operators and all-pass systems. These results then can be applied to give the characterization of all optimal Hankel-norm approximations of a given stable transfer function. Frequency response bounds for these approximations are then derived from finite rank perturbation results.