q-Markov covariance equivalent realizations

DOI10.1080/00207178608933680zbMATH Open0611.93055OpenAlexW4239832335MaRDI QIDQ3752269FDOQ3752269

Authors: 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (13)

• A generalized approach to q-Markov covariance equivalent realizations for discrete systems
• Complements to cost-equivalent realizations
• Spectral estimation by least-squares optimization based on rational covariance extension
• Set of q-Markov covariance equivalent models of discrete systems
• q-Markov covariance equivalent realizations in fixed and floating point computations
• Reduced-order models with delay
• The generation of all q-Markov covers
• Weighted q-Markov covariance equivalent realizations
• Covariance control theory
• Title not available (Why is that?)
• Optimalq-Markov COVER for finite wordlength implementation
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