Title :
Cost-Equivalent Realizations of Stochastic Processes
Author :
Yousuff, A. ; Skelton, R.E.
Author_Institution :
Purdue University, West Lafayette, IN 47901
Abstract :
An aggregation is described that yields partial realizations which maintain the same mean and steady-state variance as the original system. These so-called "cost-equivalent" realizations (CERs) are compared to Anderson\´s "covariance-equivalent" realizations [1]. For a certain class of systems the two realizations are the same.
Keywords :
Chromium; Covariance matrix; Eigenvalues and eigenfunctions; Electrical capacitance tomography; Legged locomotion; Liquid crystal on silicon; Measurement; Steady-state; Stochastic processes; Virtual reality;
Conference_Titel :
American Control Conference, 1982
Conference_Location :
Arlington, VA, USA
