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Let H be an infinite Hankel matrix with h as its (i,j)-entry, h = Σ rz, k = 0, 1,..., |z| <1, and r,z ∈ ℂ. We derive upper bounds for the 2-condition number of H as functions of n, r and z, which show that the Hankel matrix H becomes well conditioned whenever the z's are close to the unit circle but not extremely close to each other. Numerical results which illustrate the theory are provided.
|Pages (de - à)||347-359|
|Nombre de pages||13|
|journal||Systems and Control Letters|
|Numéro de publication||5|
|Etat de la publication||Publié - 15 déc. 2000|