Sparse Representation of Hardy Function by Iteratively Reweighted Least Squares

摘要

In this paper, we present a new method for sparse representation of rational function in Hardy-2 space by using Iteratively Reweighted Least Squares (IRLS) algorithm and shifted Cauchy kernels. This problem originates from identification of transfer functions of FIR models. We also give two examples and MATLAB codes to illustrate the idea.