A new technique for ARMA-system identification and rational approximation

摘要

The fundamental problem of identifying a linear time-invariant system from measured samples of its output response to a known input is addressed, utilizing a new and simple deterministic theory founded on well-established passive network concepts. The analysis, together with documented numerical results, demonstrates that the proposed method achieves two goals: stable rational minimum-phase transfer functions can be identified with a priori knowledge of either numerator or denominator degrees; and stable rational minimum-phase Pade-like approximations appear to be generated automatically in the nonrational case. To substantiate these claims, a detailed theoretical exposition of the basic ideas, an extensive discussion of numerical results, and a summary of related results are given.