Order reduction of SISO nonminimum-phase stochastic systems

DOI10.1109/TAC.1986.1104367zbMATH Open0617.93065MaRDI QIDQ3754538FDOQ3754538

Authors: Jitendra K. Tugnait 

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

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zbMATH Keywords

order reductioncumulant functiongradient-type algorithmfull-order realizationnonminimum-phase stochastic systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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• Balanced stochastic realizations
• A comprehensive methodology for SISO system order reduction
• Spectral factor reduction by phase matching: the continuous-time single-input single-output case†

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