q-Markov covariance equivalent realizations

DOI10.1080/00207178608933680zbMath0611.93055OpenAlexW4239832335MaRDI QIDQ3752269

Robert E. Skelton, Brian D. O. Anderson

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933680

zbMATH Keywords

robustnesssimilarity transformationtime-invariantreduced-order modelsq-Markov parametersq-output covariances

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Transformations (93B17) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items

A generalized approach to q-Markov covariance equivalent realizations for discrete systems ⋮ Spectral estimation by least-squares optimization based on rational covariance extension ⋮ Reduced-order models with delay ⋮ Set of q-Markov covariance equivalent models of discrete systems ⋮ Covariance control theory ⋮ Optimalq-Markov COVER for finite wordlength implementation

Cites Work

• Approximation of multivariable linear systems with impulse response and autocorrelation sequences
• Linear system approximation via covariance equivalent realizations
• Frequency-weighted optimal Hankel-norm approximation of stable transfer functions
• Analysis and synthesis of stability matrices
• Controller reduction by component cost analysis
• Generalized Hessenberg transformations for reduced-order modelling of large-scale systems†