DocumentCode
824501
Title
A method for reducing the order of multivariable stochastic systems
Author
Obinata, Goro ; Inooka, Hikaru
Author_Institution
Tokohu University, Sendai, Japan
Volume
22
Issue
4
fYear
1977
fDate
8/1/1977 12:00:00 AM
Firstpage
676
Lastpage
677
Abstract
This correspondence considers the problem of modeling a given linear time-invariant system by a reduced-order model. The method proposed here is based on the minimization of an equation error, which leads to a linear problem. An expression for a reduced-order model is given in the case when a random input is used.
Keywords
Linear systems, stochastic continuous-time; Equations; Minimization methods; Reduced order systems; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101550
Filename
1101550
Link To Document