• DocumentCode
    2818174
  • Title

    A realization algorithm for finding a set of linear dynamical models

  • Author

    Tanaka, Hideyuki ; Katayama, Tohru

  • Author_Institution
    Kyoto Univ., Kyoto
  • fYear
    2007
  • fDate
    12-14 Dec. 2007
  • Firstpage
    2725
  • Lastpage
    2730
  • Abstract
    This paper studies a problem of finding linear dynamical models subject to bounded errors. An algorithm for the problem is developed by means of Hinfin filtering theory, and an "indefinite" realization algorithm is then derived as a generalization of a stochastic realization algorithm. Numerical simulation results are also included.
  • Keywords
    Hinfin control; covariance matrices; filtering theory; realisation theory; stochastic processes; Hinfin filtering theory; indefinite realization algorithm; linear dynamical models; stochastic realization algorithm; Covariance matrix; Density functional theory; Filtering algorithms; Filtering theory; MIMO; Riccati equations; State-space methods; Stochastic processes; Transfer functions; USA Councils;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2007 46th IEEE Conference on
  • Conference_Location
    New Orleans, LA
  • ISSN
    0191-2216
  • Print_ISBN
    978-1-4244-1497-0
  • Electronic_ISBN
    0191-2216
  • Type

    conf

  • DOI
    10.1109/CDC.2007.4434230
  • Filename
    4434230
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2818174