CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM

Eigenvector scaling implies the existence of degrees of freedom in the power series approximations of the eigenvector and dual eigenvector functions of the discrete-time transfer-function matrix. An earlier paper gave consideration to the anticlockwise winding associated with anti-causality and prop...

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المؤلفون الرئيسيون: Rossiter, J, Kouvaritakis, B
التنسيق: Journal article
اللغة:English
منشور في: 1991
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author Rossiter, J
Kouvaritakis, B
author_facet Rossiter, J
Kouvaritakis, B
author_sort Rossiter, J
collection OXFORD
description Eigenvector scaling implies the existence of degrees of freedom in the power series approximations of the eigenvector and dual eigenvector functions of the discrete-time transfer-function matrix. An earlier paper gave consideration to the anticlockwise winding associated with anti-causality and proposed an algorithm which scaled eigenvectors with a view to reducing their anti-causal component. The present paper proposes a different algorithm which, although still formulated in the frequency domain, places a direct penalty on the time-domain anti-causal component of the eigenvector sequences and avoids some of the aliasing difficulties that could arise in connection with the earlier algorithm. The new algorithm also provides the systematic means of reducing the length of the causal component of the associated vector sequences and results in better eigenvector approximations, as illustrated by two numerical examples.
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spelling oxford-uuid:b0b5ad7f-c3d4-48c3-8dc5-ffb232718ce02022-03-27T03:58:22ZCAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHMJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:b0b5ad7f-c3d4-48c3-8dc5-ffb232718ce0EnglishSymplectic Elements at Oxford1991Rossiter, JKouvaritakis, BEigenvector scaling implies the existence of degrees of freedom in the power series approximations of the eigenvector and dual eigenvector functions of the discrete-time transfer-function matrix. An earlier paper gave consideration to the anticlockwise winding associated with anti-causality and proposed an algorithm which scaled eigenvectors with a view to reducing their anti-causal component. The present paper proposes a different algorithm which, although still formulated in the frequency domain, places a direct penalty on the time-domain anti-causal component of the eigenvector sequences and avoids some of the aliasing difficulties that could arise in connection with the earlier algorithm. The new algorithm also provides the systematic means of reducing the length of the causal component of the associated vector sequences and results in better eigenvector approximations, as illustrated by two numerical examples.
spellingShingle Rossiter, J
Kouvaritakis, B
CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title_full CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title_fullStr CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title_full_unstemmed CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title_short CAUSAL EIGENVECTOR FUNCTION APPROXIMATIONS AND THE PROBLEM OF SCALING - AN ALGORITHM
title_sort causal eigenvector function approximations and the problem of scaling an algorithm
work_keys_str_mv AT rossiterj causaleigenvectorfunctionapproximationsandtheproblemofscalinganalgorithm
AT kouvaritakisb causaleigenvectorfunctionapproximationsandtheproblemofscalinganalgorithm