The problem of determining the best rational approximant of a given rational transfer function of higher order according to the L2-norm criterion is considered. An efficient algorithm is presented that makes it possible to find a (local) minimum without evaluating derivatives. It is based on a reformulation of the necessary conditions for optimality in terms of interpolation constraints. Examples show that the algorithm converges rapidly to a solution even if started from poor initial guesses.
Rational L2 approximation: A non-gradient algorithm
Viaro, U.Membro del Collaboration Group
1991-01-01
Abstract
The problem of determining the best rational approximant of a given rational transfer function of higher order according to the L2-norm criterion is considered. An efficient algorithm is presented that makes it possible to find a (local) minimum without evaluating derivatives. It is based on a reformulation of the necessary conditions for optimality in terms of interpolation constraints. Examples show that the algorithm converges rapidly to a solution even if started from poor initial guesses.File in questo prodotto:
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