On the Adamjan-Arov-Krein approximation, identification and balanced realization of a system
In a 1971 paper, Adamjan, Arov and Krein (AAK) gave an explicit formula for the approximation of an infinite Hankel matrix by a Hankel matrix of lower rank in terms of singular vectors for the Hankel matrix. This has recently received some attention in identification and realization theory where the...
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| Zusammenfassung: | In a 1971 paper, Adamjan, Arov and Krein (AAK) gave an explicit formula for
the approximation of an infinite Hankel matrix by a Hankel matrix of lower
rank in terms of singular vectors for the Hankel matrix. This has recently
received some attention in identification and realization theory where the
relation between singular value decomposition (SVD) and balanced realization
is now understood. Some properties of the AAK approximation are derived and
it is compared with other approximations obtained from singular value decompositions
of the system Hankel map. |
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