This paper deals with the pole zero identification of a linear system from a measured input-output record. One objective is to show that the pencil-of-function method minimizes a weighted version of the Kalman equation error. It follows that the pencil-of-function method is capable of yielding robust estimates for poles located in a given region of the complex s plane. The second objective of this paper is to illustrate that identical sets of equations arise in three supposedly different analytical techniques for obtaining the impulse response of a system. The techniques investigated are 1) the least squares technique based on the discrete Wiener-Hopf equation, 2) Pisarenko's eigenvalue method, and 3) Jain's pencil-of-function method. The proof of equivalence is valid only for the noise-free case when the system order is known. Instead of using the conventional differential equation formulation, equivalence is shown with the integral form utilized in the pencil-of-function method.

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Original source of PDF file: http://ieeexplore.ieee.org/xpls/abs_all.jsp?isnumber=26184&arnumber=1164338&count=38&index=3 ISSN:0096-3518 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

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Department, Program, or Center

Chester F. Carlson Center for Imaging Science (COS)


RIT – Main Campus