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 wellestablished 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 Pad& 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.