Title :
Fast identification of impulse response modes via Krylov space methods
Author :
Boley, Daniel L. ; Luk, Franklin T. ; Vandevoorde, David
Author_Institution :
Dept. of Comput. Sci. & Eng., Minnesota Univ., Minneapolis, MN, USA
Abstract :
Consider an underlying signal which is a sum of r exponentials plus noise. We present a novel combination of fast techniques which enables us to determine all the underlying modes in only O(r2) operations, while filtering out most of the noise. Almost all previously known methods applied to noisy signals require at least O(r3) operations
Keywords :
Hankel matrices; identification; noise; transient response; Hankel matrix; Krylov space methods; identification; impulse response modes; noise; Computer science; Difference equations; Filtering; Hydrogen; Matrix decomposition; Signal generators; Signal processing; Stress; Symmetric matrices; USA Councils;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.649599
