26–28 Feb 2025
Villany
Europe/Zagreb timezone

Rational Prony methods for system identification

Not scheduled
20m
Villany

Villany

BOCK HOTEL ERMITAGE****
Invited lecture All talks

Speaker

Tamás Dózsa (HUN-REN Institute of Computer Science and Control (1), Eötvös Loránd University Department of Numerical Analysis (2))

Description

A novel method to identify the transfer functions of single-input-single-output linear time invariant (SISO-LTI) dynamical systems is proposed. The proposed approach uses an operator based generalization of Prony’s classical parameter estimation method. In this work, generalized Prony schemes are used to reconstruct the transfer function of the system as a linear combination of rational basis functions. Rational orthogonal expansions of the frequency response are also levaraged to improve the numerical stability of the considered algorithms. It is shown, that the discussed algorithms are robust to noise and unknown system order. In addition to theoretical considerations, the effectiveness of the method is demonstrated through experiments.

Primary author

Tamás Dózsa (HUN-REN Institute of Computer Science and Control (1), Eötvös Loránd University Department of Numerical Analysis (2))

Presentation materials

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