Approximate realization algorithms for truncated impulse response data
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The objectives of this paper are: 1) to present a novel derivation of an approximate realization algorithm using singular value decomposition proposed by Kung; 2) to explain the difference between two versions of this algorithm which have been used interchangeably in the literature; and 3) to introduce a new version of this algorithm which exhibits the accuracy of the original algorithm and the theoretical guarantee of stability.
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