Abstract
This paper provides 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.
Information
Published: 1 January 1999
First available in Project Euclid: 18 November 2014
zbMATH: 1193.42116
Rights: Copyright © 1999, Centre for Mathematics and its Applications, Mathematical Sciences Institute, The Australian National University. This book is copyright. Apart from any fair dealing for the purpose of private study, research, criticism or review as permitted under the Copyright Act, no part may be reproduced by any process without permission. Inquiries should be made to the publisher.
