A generalized approach to q-Markov covariance equivalent realizations for discrete systems

DOI10.1016/0005-1098(88)90095-7zbMath0651.93071OpenAlexW1984921590MaRDI QIDQ1106805

A. M. King, Robert E. Skelton, Uday B. Desai

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90095-7

zbMATH Keywords

algorithmMarkov parameterscovariance parametersmultivariable linear discrete-time systemsq-Markov covariance equivalent realizations

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Minimal systems representations (93B20) Identification in stochastic control theory (93E12) Analysis of variance and covariance (ANOVA) (62J10) Realizations from input-output data (93B15)

Related Items (8)

On tangential \(H_ 2\) interpolation with second order norm constraints ⋮ Subspace-based methods for the identification of linear time-invariant systems ⋮ Moment matching model reduction for multiratc linear systems ⋮ Minimal realizations interpolating first- and second-order information ⋮ Positive extension and completion problems for a class of structured matrices ⋮ Integrated modeling and controller design with application to flexible structure control ⋮ A new formulation of \(Q\)-Markov covariance equivalent realization ⋮ A randomized balanced proper orthogonal decomposition technique

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