IEEE Transactions on Automatic Control vol:50 issue:11 pages:1835-1839
We solve a rational linearized discrete least squares approximation problem. The method proposed is fast and numerically stable provided that the data are frequency response values of the system to be identified. Thus if function values are given on the complex unit circle for a discrete time system or on the imaginary axis for the continuous time system. The rational approximant can be used as a starting point for solving a proper rational approximation problem by iterative methods.