Optimization and Systems Theory Seminar
Friday, November 14, 1997, 11.00-12.00, Room 3721, Lindstedtsvägen 25

Dr. Brett Ninness
Department of Electrical and Computer Engineering
Centre for Integrated Dynamics and Control (CIDAC)
University of Newcastle

Generalised Fourier and Toeplitz results for rational orthonormal bases

This talk discusses a generalisation of certain classical Fourier convergence and asymptotic Toeplitz matrix properties to the case where the underlying orthonormal basis is not the conventional trigonometric one, but a rational generalisation which encompasses the trigonometric one as a special case.

These generalised Fourier and Toeplitz results have particular application in dynamic system estimation theory. Specifically, the results allow a unified treatment of the accuracy of least squares system estimation using a range of model structures, including those that allow the injection of prior knowledge of system dynamics via the specification of fixed pole or zero locations.

Calendar of seminars
Last update: November 14, 1997 by Anders Forsgren, andersf@math.kth.se.