Realization theory for two-time-scale distributions through approximation of Markov parameters

DOI10.1080/00207720701736740zbMath1283.93073OpenAlexW2105671611MaRDI QIDQ5402732

Hossein M. Oloomi, B. Shafai

Publication date: 17 March 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720701736740

zbMATH Keywords

singular perturbationMarkov parametersrealization theoryTTS distributions

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items (1)

Realization and canonical representation of linear systems through I/O maps

Cites Work

• On the partial realization problem
• Two time scaled parameter identification by coordination of local identifiers
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
• Frequency domain results for systems with slow and fast dynamics
• State-space realization of multiple-frequency-scale transfer matrices
• Singular perturbational model reduction of balanced systems
• Minimal partial realizations in a canonical form
• Singular perturbation approximation of balanced systems
• On the partial stochastic realization problem
• Two-time-scale distributions and singular perturbations

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