Continuity of dynamical systems: A system theoretic approach

DOI10.1007/BF02551406MaRDI QIDQ1111498zbMATH OpenOpenAlexFDO

Authors Johannes W. Nieuwenhuis, Jan C. Willems

Publication date 1988

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02551406

zbMATH Keywords

autoregressive linear equationsconvergencetime-invarianttime-invariant linear discrete-time systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Algebraic methods (93B25) Geometric methods (93B27) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Review text

The paper studies the convergence of time-invariant linear discrete-time systems from a ``behavioural point of view [see \textit{J. C. Willems}, Automatica 22, 675-694 (1986; Zbl 0628.62088); and ibid. 23, 87-115 (1987; Zbl 0628.62089)]. The systems are described by autoregressive linear equations and are identified with the solution space \(B\subset W^{{\mathbb{Z}}}\) of these equations, where \(W={\mathbb{R}}^ q\) is the corresponding signal alphabet. A family of systems \(\Sigma_{\epsilon}\), \(\epsilon >0\) is said to converge to a system \(\Sigma_ 0\) if the associated closed, linear shift-invariant subspaces \(B_{\epsilon}\) of \(W^{{\mathbb{Z}}}\) (provided with the pointwise topology) converge to the subspace \(B_ 0\). Under the assumption that the system lags are uniformly bounded it is shown that \(\Sigma_{\epsilon}\to \Sigma_ 0\) as \(\epsilon\) \(\to 0\) if and only if the system \(\Sigma_{\epsilon}\) can be described by autoregressive equations whose coefficients converge to the coefficients of a suitable system equation for \(\Sigma_ 0\).

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• Continuity of dynamical systems: The continuous-time case
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• Publication:4204049

Cites work

• Convergence of Closed Subsets in a Topological Space
• From time series to linear system. I: Finite dimensional linear time invariant systems
• scientific article; zbMATH DE number 4070711 (Why is no real title available?)
• scientific article; zbMATH DE number 4123587 (Why is no real title available?)

Cited in

(13)

• Continuity of dynamical systems: The continuous-time case
• Linear dynamical system: compactness theorem
• Continuous state representations for AR systems
• Continuous dependence of linear differential systems on polynomial modules
• scientific article; zbMATH DE number 4129611 (Why is no real title available?)
• Multivariable linear discrete-time stochastic system continualization
• The generic degree of autonomy
• Continuity of the solution set to a linear PDE with constant coefficients
• System Theory of Continuous Time Finite Dimensional Dynamical Systems
• scientific article; zbMATH DE number 271752 (Why is no real title available?)
• More about continuity of dynamical systems
• On continuity and consistency of \(\ell_{\infty}\) optimal models
• Continuous dependence of linear differential systems on polynomial matrices

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