Title :
Approximation of Markovian models with non-constant parameters
Author :
Desai, U.B. ; Banerjee, S. ; Kiaei, S.
Author_Institution :
Washington State University, Pullman, WA
Abstract :
A generalization of the canonical correlation analysis approach has been developed for non-stationary process generated by Markovian models with non-constant parameters. This generalization, is then used to develop two model reduction (approximation) algorithms.
Keywords :
Instruments; Reduced order systems; Stochastic processes;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272381
