Set of q-Markov covariance equivalent models of discrete systems

DOI10.1080/00207178708933879zbMath0625.93057OpenAlexW1986653526WikidataQ126244832 ScholiaQ126244832MaRDI QIDQ3028826

Robert E. Skelton, Emmanuel G. jun. 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

Markov parametersreduced-order modelautocorrelation sequencediscrete-time, linear systemzero-mean white noise

Mathematics Subject Classification ID

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

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Cites Work

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