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Applications in System, Control, and Signal Processing

  • Chapter
Low Rank Approximation

Part of the book series: Communications and Control Engineering ((CCE))

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Abstract

In this chapter, applications of structured low rank approximation for

  1. 1.

    approximate realization,

  2. 2.

    model reduction,

  3. 3.

    linear prediction (also known as output only identification and sum-of-damped exponentials modeling),

  4. 4.

    harmonic retrieval,

  5. 5.

    errors-in-variables system identification,

  6. 6.

    output error system identification,

  7. 7.

    finite impulse response system identification (or, equivalently, deconvolution),

  8. 8.

    distance to uncontrollability, and

  9. 9.

    pole placement by a low-order controller,

are reviewed. The types of structure occurring in these applications are affine: (block) Hankel, Toeplitz, and Sylvester.

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Notes

  1. 1.

    A linear time-invariant autonomous system is marginally stable if all its trajectories, except for the y=0 trajectory, are bounded and do not converge to zero.

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Authors and Affiliations

  1. School of Electronics & Computer Science, University of Southampton, Southampton, UK

    Ivan Markovsky

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  1. Ivan Markovsky
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Correspondence to Ivan Markovsky .

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© 2012 Springer-Verlag London Limited

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Markovsky, I. (2012). Applications in System, Control, and Signal Processing. In: Low Rank Approximation. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-2227-2_4

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  • DOI: https://doi.org/10.1007/978-1-4471-2227-2_4

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-2226-5

  • Online ISBN: 978-1-4471-2227-2

  • eBook Packages: EngineeringEngineering (R0)

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