A problem on optimal approximation of continuous-time linear systems is studied. The performance measure (error) is chosen to be the spectral norm of the difference between the Hankel operators associated with the original system and the approximant. It is shown that the Hankel operators associated with continuous-time systems and the Hankel matrices associated with discrete-time systems are related by an interesting correspondence property via bilinear transforms. This fact is then used to derive the continuous-time results (theory and algorithms) from the established discrete-time ones. Some simple examples are presented.
All Science Journal Classification (ASJC) codes
- Signal Processing
- Applied Mathematics