A new formulation of \(Q\)-Markov covariance equivalent realization (Q1208323)

The authors develop a more simple approach of generating \(Q\)-Markov covariance equivalent realization (\(Q\)-Markov cover) from the first \(Q\)- Markov parameters and first \(Q\) covariance parameters of an unkonwn discrete system [cf. \textit{A. M. King}, \textit{U. B. Desai} and \textit{R. E. Skelton}, Automatica 24, No. 4, 507-515 (1988; Zbl 0651.93071); \textit{U. B. Desai} and \textit{R. E. Skelton}, Control theory and advanced technology 3, No. 4, 323-342 (1987)]. The techniques used is that the \(Q\)-Markov cover problem is transferred equivalently to a linear algebra matrix problem, and then a relatively straighforward formula for \(Q\)-Markov cover is presented, which is proved to satisfy the related matrix equations. An algorithm of \(Q\)-Markov cover with large \(Q\) is also given. These results do simplify analytical study of the \(Q\)-Markov covers and the applications to system identification.