DocumentCode
486369
Title
Realization of Bilinear Stochastic Systems
Author
Deasi, Uday B.
Author_Institution
Department of Electrical & Computer Engineering, Washington State University, Pullman, WA 99164-2210
fYear
1985
fDate
19-21 June 1985
Firstpage
940
Lastpage
945
Abstract
This paper considers the problem of realization of bilinear stochastic systems. First an explicit statement for the BLSR problem is presented. Next a realization algorithm is developed. In this algorithm the state vector is picked as a basis in the subspace obtained by projecting an appropriately defined past vector onto an appropriately defined future vector. Also the realization algorithm involves solving a matrix nonlinear equation which is akin to the algebraic Riccati equation except for one additional term.
Keywords
Control systems; Filtering; Kalman filters; Kernel; Nonlinear equations; Nonlinear systems; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1985
Conference_Location
Boston, MA, USA
Type
conf
Filename
4788753
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