Signal Processing and Systems Theory, Softcover reprint of the original 1st ed. 1992
Selected Topics
Springer Series in Information Sciences Series, Vol. 26

"Signal Processing and Systems Theory" is concerned with the study of H-optimization for digital signal processing and discrete-time control systems. The first three chapters present the basic theory and standard methods in digital filtering and systems from the frequency-domain approach, followed by a discussion of the general theory of approximation in Hardy spaces. AAK theory is introduced, first for finite-rank operators and then more generally, before being extended to the multi-input/multi-output setting. This mathematically rigorous book is self-contained and suitable for self-study. The advanced mathematical results derived here are applicable to digital control systems and digital filtering.

1. Digital Signak and Digital Filters.- 1.1 Analog and Digital Signals.- 1.2 Time and Frequency Domains.- 1.3 z-Transforms.- 1.4 Digital Filters.- 1.5 Optimal Digital Filter Design Criteria.- Problems.- 2. Linear Systems.- 2.1 State-Space Descriptions.- 2.2 Transfer Matrices and Minimal Realization.- 2.3 SISO Linear Systems.- 2.4 Sensitivity and Feedback Systems.- Problems.- 3. Approximation in Hardy Spaces.- 3.1 Hardy Space Preliminaries.- 3.2 Least-Squares Approximation.- 3.3 Minimum-Norm Interpolation.- 3.4 Nevanlinna-Pick Interpolation.- Problems.- 4. Optimal Hankel-Norm Approximation and H?-Minimization.- 4.1 The Nehari Theorem and Related Results.- 4.3 System Reduction.- 4.4 H?-Minimization.- Problems.- 5. General Theory of Optimal Hankel-Norm Approximation.- 5.1 Existence and Preliminary Results.- 5.2 Uniqueness of Schmidt Pairs.- 5.3 The Greatest Common Divisor: The Inner Function ?I0(z).- 5.4 AAK’s Main Theorem on Best Hankel-Norm Approximation.- Problems.- 6. H?-Optimization and System Reduction for MIMO Systems.- 6.1 Balanced Realization of MIMO Linear Systems.- 6.2 Matrix-Valued All-Pass Transfer Functions.- 6.3 Optimal Hankel-Norm Approximation for MIMO Systems.- Problems.- References.- Further Reading.- List of Symbols.