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Spectral Moment Problems : Generalizations, Implementation and Tuning

Spectral moment interpolation find application in a wide array of use cases: robust control, system identification, model reduction to name the most notable ones. This thesis aims to expand the theory of such methods in three different directions. The first main contribution concerns the practical applicability. From this point of view various solving algorithm and their properties are considered. This study lead to identify a globally convergent method with excellent numerical properties. The second main contribution is the introduction of an extended interpolation problem that allows to model ARMA spectra without any explicit information of zero’s positions. To this end it was necessary for practical reasons to consider an approximated interpolation insted. Finally, the third main contribution is the application to some problems such as graphical model identification and ARMA spectral approximation. / QC 20110906

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-39026
Date January 2011
CreatorsAvventi, Enrico
PublisherKTH, Optimeringslära och systemteori, Stockholm : KTH Royal Institute of Technology
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeDoctoral thesis, comprehensive summary, info:eu-repo/semantics/doctoralThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationTrita-MAT. OS, 1401-2294 ; 11:06

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