A fast recursive algorithm for system identification and model reduction using rational wavelets
Yagyensh C. Pati, R. Rezaiifar, Perinkulam S. Krishnaprasad, W.P. Dayawansa · 2002
In earlier work by Pati and Krishnaprasad (1992) it was shown that rational wavelet frame decompositions of the Hardy space H/sup 2/(II/sup +/) may be used to efficiently capture time-frequency localized behavior of stable linear systems, for purposes of system identification and model-reduction. In this paper we examine the problem of efficient computation of low-order rational wavelet approximations of stable linear systems. We describe a variant of the matching pursuit algorithm of Mallat and Zhang (1992) that utilizes successive projections onto two-dimensional subspaces to construct rational wavelet approximants. The methods described here are illustrated by means of both simulations and experimental results.>