On generating random systems: a gramian approach

Author

Smith, S. Craig ; Fisher, James

Author_Institution

Dept. of Mech. Eng., Texas A&M Univ., College Station, TX, USA

Volume

3

fYear

2003

fDate

4-6 June 2003

Firstpage

2743

Abstract

A new procedure for computer generation of random stable, linear, time invariant systems in state space form is described. Controllability and observability gramians are randomly generated according to a desired distribution. Then, a system which has the generated gramians is found. This new random system generation method is compared to several other methods using empirically observed distributions on Hankel singular values, eigenvalue magnitudes, and controllability/observability gramian condition numbers.

Keywords

continuous time systems; controllability; eigenvalues and eigenfunctions; linear systems; observability; random processes; state-space methods; Hankel singular values; computer generation; continuous systems; controllability; eigenvalue magnitudes; gramian approach; linear systems; observability; random stable; random systems; state space form; time invariant systems; Control systems; Controllability; Eigenvalues and eigenfunctions; Frequency response; MATLAB; Observability; Probability distribution; Random number generation; State-space methods; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2003. Proceedings of the 2003

ISSN

0743-1619

Print_ISBN

0-7803-7896-2

Type

conf

DOI

10.1109/ACC.2003.1243494

Filename

1243494