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Synthetic parametric model: Difference between revisions

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:<math> A_\varepsilon = \left[\begin{array}{ccc} A_\varepsilon^1 & & \\ & \ddots & \\ & & A_\varepsilon^k\end{array}\right], \quad A_0 = \left[\begin{array}{ccc} A_0^1 & & \\ & \ddots & \\ & & A_0^k\end{array}\right], \quad B = T\widehat{B}, \quad C = \widehat{C}T^*, \quad D = 0,</math>
:<math> A_\varepsilon = \left[\begin{array}{ccc} A_{\varepsilon,1} & & \\ & \ddots & \\ & & A_{\varepsilon,k}\end{array}\right], \quad A_0 = \left[\begin{array}{ccc} A_{0,1} & & \\ & \ddots & \\ & & A_{0,k}\end{array}\right], \quad B = \left[\begin{array}{c} B_1 \\ \vdots \\ B_k\end{array}\right], \quad C = \left[\begin{array}{ccc} C_1 & \cdots & C_k\end{array}\right], \quad D = 0,</math>




with <math> T = \left[\begin{array}{ccc} T_0 & & \\ & \ddots & \\ & & T_0 \end{array}\right] </math>  
with <math> A_{\varepsilon,i} = \left[\begin{array}{cc} a_i& 0  \\ 0 & a_i \end{array}\right] </math>,
and <math>T_0 = \frac{1}{\sqrt{2}}\left[\begin{array}{cc} 1 & -j\\ 1 & j \end{array}\right]</math>.
<math> A_{0,i} = \left[\begin{array}{cc}  0& b_i  \\ -b_i & 0 \end{array}\right] </math>,
<math> B_{i} = \left[\begin{array}{c}  2  \\ 0 \end{array}\right] </math>,
<math> C_{i} = \left[\begin{array}{cc} c_i& d_i\end{array}\right] </math>.


== Numerical values ==
== Numerical values ==

Revision as of 11:30, 29 November 2011

Introduction

On this page you will find a purely synthetic parametric model. The goal is to have a simple parametric model which one can use to experiment with different system orders, parameter values etc.

System description

The parameter ε scales the real part of the system poles, that is, pi=εai+jbi. For a system in pole-residue form


H(s,ε)=i=1nrispi=i=1nris(εai+jbi)


we can write down the state-space realisation H(s,ε)=C^(sIεA^εA^0)1B^+D with


εA^ε+A^0=ε[a1an]+[jb1jbn],
B^=[1,,1]T,C^=[r1,,rn],D=0.


Notice that the system matrices have complex entries.

For simplicity, assume that n is even, n=2k, and that all system poles are complex and ordered in complex conjugate pairs, i.e.

p1=εa1+jb1,p2=εa1jb1,,pn1=εak+jbk,pn=εakjbk,

and the residues also form complex conjugate pairs

r1=c1+jd1,r2=c1jd1,,rn1=ck+jdk,rn=ckjdk.


Then a realization with matrices having real entries is given by


Aε=[Aε,1Aε,k],A0=[A0,1A0,k],B=[B1Bk],C=[C1Ck],D=0,


with Aε,i=[ai00ai], A0,i=[0bibi0], Bi=[20], Ci=[cidi].

Numerical values

We construct a system of order n=100. The numerical values for the different variables are

  • ri=1,
  • ai equally spaced in [10,103],
  • bi equally spaced in [10,103],
  • ε[1/50,1].


In MATLAB the system matrices are easily formed as follows

n = 100;

a = -linspace(1e1,1e3,n/2);

b = linspace(1e1,1e3,n/2);