Set of q-Markov covariance equivalent models of discrete systems

DOI10.1080/00207178708933879MaRDI QIDQ3028826zbMATH OpenOpenAlexWikidataFDO

Authors Robert E. Skelton, Emmanuel G. Collins

Publication date 1987

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178708933879

zbMATH Keywords

autocorrelation sequencediscrete-time, linear systemMarkov parametersreduced-order modelzero-mean white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Realizations from input-output data (93B15) Minimal systems representations (93B20) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03)

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Cites work

• q-Markov covariance equivalent realizations
• A projection approach to covariance equivalent realizations of discrete systems
• A theory of state covariance assignment for discrete systems
• Covariance control theory
• Generalized Hessenberg transformations for reduced-order modelling of large-scale systems†

Cited in

(13)

• A generalized approach to q-Markov covariance equivalent realizations for discrete systems
• A new formulation of \(Q\)-Markov covariance equivalent realization
• scientific article; zbMATH DE number 982543 (Why is no real title available?)
• Covariance control theory
• Optimalq-Markov COVER for finite wordlength implementation
• q-Markov covariance equivalent realizations in fixed and floating point computations
• q-Markov covariance equivalent realizations
• scientific article; zbMATH DE number 4001989 (Why is no real title available?)
• The generation of all q-Markov covers
• Weighted q-Markov covariance equivalent realizations
• scientific article; zbMATH DE number 4108636 (Why is no real title available?)
• The discrete-time q-Markov cover models with improved low-frequency approximation
• scientific article; zbMATH DE number 1159256 (Why is no real title available?)

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