A New Technique for ARMA-System Identification and Rational Approximation

The fundamental problem of identifying a linear time-invariant system, from measured samples of its output response to a known input, is one that impacts on many important fields of interest. Naturally, it has a long and continuing history, but our purpose is to break fresh ground by utilizing a new and simple deterministic theory founded squarely on well-established passive network concepts. Specifically, the present analysis together with documented numerical results demonstrate that the method we propose achieves two essential goals: 1) Stable rational minimum-phase transfer functions can be identified without a priori knowledge of either numerator or denominator degrees. 2) Stable rational minimum-phase Pade-like approximations appear to be generated automatically in the nonrational case. To help substantiate these claims we have included a rather detailed theoretical exposition of the basic ideas, an extensive discussion of numerical results, and a summary of related results.