Optimization and Systems Theory Seminar
Friday, November 14, 1997, 11.00-12.00, Room 3721, Lindstedtsvägen 25
Dr. Brett Ninness
Department of Electrical and Computer Engineering
Centre for Integrated Dynamics and Control (CIDAC)
University of Newcastle
Australia
Generalised Fourier and Toeplitz results for rational orthonormal bases
This talk discusses a generalisation of certain classical Fourier
convergence and asymptotic Toeplitz matrix properties to the case
where the underlying orthonormal basis is not the conventional
trigonometric one, but a rational generalisation which encompasses the
trigonometric one as a special case.
These generalised Fourier and Toeplitz results have particular
application in dynamic system estimation theory. Specifically, the
results allow a unified treatment of the accuracy of least squares
system estimation using a range of model structures, including those
that allow the injection of prior knowledge of system dynamics via the
specification of fixed pole or zero locations.
Calendar of seminars
Last update: November 14, 1997 by
Anders Forsgren,
andersf@math.kth.se.