On the exact modelling of linear systems
Abstract It is well known that given the continuous-time AutoRegressive representation $A\left ( \rho \right ) \beta \left ( t\right ) =0,$ where $\rho $ denotes the differential operator and $A\left ( \rho \right ) $ a regular polynomial matrix, we can always construct the smooth behaviour of this system, by using the finite zero structure of $A\left ( \rho \right ) $. The main theme of this work is to study the following inverse problem: given a specific smooth behaviour, find a family of regular polynomial matrices $A\left ( \rho \right ) $, such that the system $A\left ( \rho \right ) \beta \left ( t\right ) =0$ has exactly the prescribed behaviour. Following an idea coming from Antoulas & Willems (1993) and Willems (1986, 1991) we present an algorithm which solve this problem and can be easily implemented either in a computer programming language like C++ or in a computer algebra system like Mathematica.