We show how to optimize the shape of the transfer function of a linear time invariant (LTI) single-input-single-output (SISO) system. Since any transfer function is rational, this can be formulated as an optimization problem for the coefficients of polynomials. After characterizing the cone of polynomials which are nonnegative on intervals, we formulate this problem using semidefinite programmi...

This paper investigates the stabilization problem for interconnected linear time-invariant (LTI) time-delay system by means of a linear time-invariant output feedback decentralized controller. The delays are assumed to be commensurate and can appear in the states, inputs, and outputs of the system. First, the canonical forms for time-delay systems with commensurate delays are introduced and cen...

This article presents parameter estimation of continuous-time polytopic models for a linear parameter varying (LPV) system. The prediction error method of linear time invariant (LTI) models is modi ed for polytopic models. The modi ed prediction error method is applied to an LPV aircraft system whose varying parameter is the ight velocity and model parameters are the stability and control deriv...

In spite of the undisputedly high degree of non-stationarity of speech signals, the present day determination of its acoustic features is based on the assumption that speech production can be described as a linear time invariant (LTI) system on the time scale of about 20 ms [1]. In automatic speech recognition, the wide sense stationarity of an LTI–system is used as prerequisite for the consist...

The realization of a discrete-time, linear, time-invariant (LTI) filter from its impulse response provides insight into the role of linear algebra in the analysis of both dynamical systems and rational functions. For an LTI filter, a sequence of output data measured over some finite period of time may be expressed as the linear combination of the past input and the input measured over that same...

a common method to determine the order of minimal realization of a continuous linear time invariant descriptor system is to decompose it into slow and fast subsystems using the weierstrass canonical form. the weierstrass decomposition should be avoided because it is generally an ill-conditioned problem that requires many complex calculations especially for high-dimensional systems. the present ...

There are three basic concepts behind the standard feedback optimization setup: the notion of a multi-input, multi-output (MIMO) linear time-invariant (LTI) finite order system, the notion of an internally stable feedback interconnection of two MIMO LTI systems, and the notion of a system norm. In addition, there is a concept of well-posedness of the resulting optimization problem, which has to...

Recursive and least squares methods for identification of non-minimum-phase linear time-invariant (NMP-LTI) FIR systems are developed. The methods utilize the secondand third-order cumulants of the output of the FIR system whose input is an independent, identically distributed (i.i.d.) non-Gaussian process. Since knowledge of the system order is of utmost importance to many system identificatio...

The estimation of Linear Time Invariant (LTI) models is a standard procedure in System Identification. Any real-life system will however be nonlinear and time-varying, and the estimated model will converge to the LTI second order equivalent (LTI-SOE) of the true system. In this paper we consider some aspects of this convergence and the distance between the true system and its LTI-SOE. We show t...

Both linear time-invariant (LTI) and linear time-varying (LTV) systems are addressed. They are placed in a unified conceptual framework. The characteristic equation for each subclass is formulated as a Riccati equation. Where LTI-systems lead to algebraic Riccati equations, the LTV-case generalizes this result to differential Riccati equations.