DocumentCode
1187452
Title
A parameterization of minimal stochastic realizations
Author
Ferrante, Augusto
Author_Institution
Dipartimento di Elettronica e Inf., Padova Univ., Italy
Volume
39
Issue
10
fYear
1994
fDate
10/1/1994 12:00:00 AM
Firstpage
2122
Lastpage
2126
Abstract
Given a rational spectral density and a minimal spectral factor, a parameterization of all minimal spectral factors is derived. A minimal realization of each minimal spectral factor is also provided. This parameterization is shown to hold under the condition of nonintersection between the spectra of two matrices. This condition, first introduced in previous work by Ferrante et al. (1993), is proved here to be also necessary. Finally these results are applied to the stochastic realization problem
Keywords
control system synthesis; matrix algebra; stochastic systems; matrix spectra nonintersection condition; minimal spectral factor; minimal stochastic realizations; parameterization; rational spectral density; Automatic control; Controllability; Matrix converters; Robust control; Robust stability; Robustness; Stability analysis; Stochastic processes; Time varying systems; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.328815
Filename
328815
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