Approximation of infinite-dimensional systems

Abstract

A Fourier series-based method for approximation of stable infinite-dimensional linear time-invariant system models is discussed. The basic idea is to compute the Fourier series coefficients of the associated transfer function T/sub d/(Z) and then take a high-order partial sum. Two results on H/sup infinity / convergence and associated error bounds of the partial sum approximation are established. It is shown that the Fourier coefficients can be replaced by the discrete Fourier transform coefficients while maintaining H/sup infinity / convergence. Thus, a fast Fourier transform algorithm can be used to compute the high-order approximation. This high-order finite-dimensional approximation can then be reduced using balanced truncation or optimal Hankel approximation leading to the final finite-dimensional approximation to the original infinite-dimensional model. This model has been tested on several transfer functions of the time-delay type with promising results.