Recursive identification and model reduction from time domain data

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dc.contributor.advisorAntoulas, Athanasios C.en_US
dc.creatorIonita, Antonio Cosminen_US
dc.date.accessioned2018-12-03T18:33:19Zen_US
dc.date.available2018-12-03T18:33:19Zen_US
dc.date.issued2009en_US
dc.description.abstractIn a system theoretic setting, identification from time domain data can be viewed as interpolating derivatives of a rational function. Typically, rational interpolation of derivatives requires computing the singular value decomposition (SVD) of large Loewner matrices constructed directly from the data. As a result, significant computational overhead is introduced through the SVD. The main result of the present thesis is simple—we construct interpolants efficiently without forming large Loewner matrices. A previously known recursive procedure is revisited with new insights, then further developed in a state-space setting. The key is to construct an interpolant recursively from ground up, by using the minimum amount of data. The resulting recursive interpolant is minimal and given in a state space form with rich structure. An important special case is the interpolation of impulse response measurements. This case is addressed separately and an efficient implementation requiring only matrix-vector multiplications is put forward. Furthermore, we extend the method to data corrupted by noise, where an additional model order reduction step is used to identify a low order model from the data. The newly developed recursive procedure is then tested on two examples involving actual noisy time-domain responses of a beaded elastic string and a cantilever beam.en_US
dc.format.extent113 ppen_US
dc.identifier.callnoTHESIS E.E. 2010 IONITAen_US
dc.identifier.citationIonita, Antonio Cosmin. "Recursive identification and model reduction from time domain data." (2009) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/103741">https://hdl.handle.net/1911/103741</a>.en_US
dc.identifier.digital751020081en_US
dc.identifier.urihttps://hdl.handle.net/1911/103741en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectApplied Mathematicsen_US
dc.subjectElectrical engineeringen_US
dc.subjectSystems scienceen_US
dc.subjectApplied sciencesen_US
dc.titleRecursive identification and model reduction from time domain dataen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentElectrical Engineeringen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Scienceen_US
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