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
fDate :
2/1/1978 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101677