DocumentCode
825690
Title
Realization of invariant system descriptions from infinite Markov sequences
Author
Candy, J. ; Warren, M. ; Bullock, T.
Author_Institution
Lawrence Livermore National Laboratory, Livermore, CA, USA
Volume
23
Issue
1
fYear
1978
fDate
2/1/1978 12:00:00 AM
Firstpage
93
Lastpage
96
Abstract
The realization of the infinite Markov sequence from the Hankel array for linear, constant, multidimensional systems is considered. It is shown that performing elementary operations directiy on the Hankel array yields both controllability and observability invariants as determined by Popov [9]. An efficient technique to extract these invariants under a change of basis in the state space is developed and an invariant system description under this transformation group is specified.
Keywords
Linear time-invariant (LTI) systems; Markov processes; Minimal realizations; Filtering; Kalman filters; Laboratories; Least squares methods; Maximum likelihood detection; Nonlinear filters; Observability; Propulsion; Smoothing methods; State-space methods;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101677
Filename
1101677
Link To Document