DocumentCode
3445681
Title
On zero locations for sampled stochastic systems
Author
Söderström, Torsten
Author_Institution
Dept. of Technol, Uppsala Univ., Sweden
fYear
1989
fDate
13-15 Dec 1989
Firstpage
1201
Abstract
Zero locations of stochastic models have a significant influence on optimal prediction algorithms as well as on the convergence speed of identification methods. The possible zero locations for a sampled stochastic system are examined. In particular, it is shown and numerically illustrated that the sampled zeros can appear only in a restricted set within the unit circle. A complete analysis is given for second-order systems
Keywords
poles and zeros; sampled data systems; stochastic systems; convergence; identification methods; optimal prediction algorithms; sampled stochastic systems; sampled-data systems; second-order systems; unit circle; zero locations; Automatic control; Control system analysis; Filters; Prediction algorithms; Predictive models; Sampling methods; State-space methods; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70324
Filename
70324
Link To Document