Title :
A Generalized Approach to q-Markov Covariance Equivalent Realizations for Discrete Systems
Author :
King, Andrew M. ; Desai, Uday B. ; Skelton, Robert E.
Author_Institution :
School or Aeronautics and Astronautics, Purdue University, West Lafayette, IN 47907
Abstract :
A new algorithm is developed which constructs q-Markov covariance equivalent realizations (q-Markov COVERs) of discrete systems. The algorithm generates the q-Markov COVERs of the discrete system starting with only the basic data, namely the q-Markov parameters and the q covariance parameters. The algorithm leads to a parameterization of a class of q-Markov COVERs which can be constructed from this basic data.
Keywords :
Continuous time systems; Covariance matrix; Riccati equations; State feedback; Stochastic systems; Tellurium;
Conference_Titel :
American Control Conference, 1987
Conference_Location :
Minneapolis, MN, USA