• DocumentCode
    3062988
  • Title

    Approximation of Markovian models with non-constant parameters

  • Author

    Desai, U.B. ; Banerjee, S. ; Kiaei, S.

  • Author_Institution
    Washington State University, Pullman, WA
  • fYear
    1984
  • fDate
    12-14 Dec. 1984
  • Firstpage
    1642
  • Lastpage
    1644
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1984. The 23rd IEEE Conference on
  • Conference_Location
    Las Vegas, Nevada, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1984.272381
  • Filename
    4048177
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3062988