Title :
A continuous-time extension condition
Author :
Dullerud, Geir ; Smith, Roy
Author_Institution :
Dept. of Appl. Math., Waterloo Univ., Ont., Canada
fDate :
5/1/1996 12:00:00 AM
Abstract :
This paper presents a continuous-time extension condition which has applications in the areas of identification and model validation of continuous-time systems. Consider two signals, specified on a finite interval. The result gives a necessary and sufficient condition for the existence of a contractive, causal, linear, time-invariant operator, mapping one signal to the other. This result is a continuous time analog of the classical Caratheodory extension theorem
Keywords :
Hilbert spaces; continuous time systems; identification; modelling; classical Caratheodory extension theorem; continuous-time extension condition; contractive causal linear time-invariant operator; identification; model validation; necessary and sufficient condition; Context modeling; Gold; Hilbert space; Mathematics; Signal mapping; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
