• 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