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How conservative is frozen-time interpolation? |
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| Authors: | Le Yi Wang |
| Abstract: | It is shown in this note that for SISO systems under l2 disturbances, when data commute approximately with the shift, the optimal interpolation (over all linear time-varying interpolants) can be approximated by the supremum of the frozen-time Hankel norms. This confirms the intuition that the frozen-time constructed optimal or suboptimal interpolants are in fact nearly optimal when data vary slowly. |
| Keywords: | Slowly time-varying systems frozen-time design optimal interpolation Arveson's formula |
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