Time-Varying Systems and Computations

by Patrick DeWilde, Alle-Jan van der Veen

Overview

Complex function theory and linear algebra provide much of the basic mathematics needed by engineers engaged in numerical computations, signal processing or control. The transfer function of a linear time invariant system is a function of the complex vari­ able s or z and it is analytic in a large part of the complex plane. Many important properties of the system for which it is a transfer function are related to its analytic properties. On the other hand, engineers often encounter small and large matrices which describe (linear) maps between physically important quantities. In both cases similar mathematical and computational problems occur: operators, be they transfer functions or matrices, have to be simplified, approximated, decomposed and realized. Each field has developed theory and techniques to solve the main common problems encountered. Yet, there is a large, mysterious gap between complex function theory and numerical linear algebra. For example, complex function theory has solved the problem to find analytic functions of minimal complexity and minimal supremum norm that approxi­ e. g. , as optimal mate given values at strategic points in the complex plane. They serve approximants for a desired behavior of a system to be designed. No similar approxi­ mation theory for matrices existed until recently, except for the case where the matrix is (very) close to singular.

Product Details

ISBN-13:	9781441950451
Publisher:	Springer US
Publication date:	12/03/2010
Edition description:	Softcover reprint of hardcover 1st ed. 1998
Pages:	460
Product dimensions:	6.10(w) x 9.25(h) x 0.24(d)

Table of Contents

1. Introduction.- I Realization.- 2. Notation and Properties of Non-Uniform Spaces.- 3. Time-Varying State Space Realizations.- 4. Diagonal Algebra.- 5. Operator Realization Theory.- 6. Isometric and Inner Operators.- 7. Inner-Outer Factorization and Operator Inversion.- II Interpolation and Approximation.- 8. J-Unitary Operators.- 9. Algebraic Interpolation.- 10. Hankel-Norm Model Reduction.- 11. Low-Rank Matrix Approximation and Subspace Tracking.- III Factorization.- 12. Orthogonal Embedding.- 13. Spectral Factorization.- 14. Lossless Cascade Factorizations.- 15. Conclusion.- Appendices.- A—Hilbert space definitions and properties.- References.- Glossary of notation.

Editorial Reviews

Provides a detailed and consistent exposition of a unifying framework for the study of time-variant systems and examines computational aspects and problems that arise in this context. This framework bridges the gap between complex analysis and linear algebra, and allows the extension of classical results from complex function theory to the case of time-variant operators and finite-dimensional matrices. These results allow the user to obtain computationally feasible schemes and models for complex and large-scale systems. Annotation c. by Book News, Inc., Portland, Or.

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