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.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2818174
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