Title :
Model reduction by generalised least-squares method
Author :
Lucas, T.N. ; Munro, A.R.
Author_Institution :
Dept. of Math. & Comput. Sci., Dundee Inst. of Technol., UK
fDate :
7/18/1991 12:00:00 AM
Abstract :
The method of model reduction by least-squares moment matching is generalised to include Markov parameters in the process. This is seen to enhance the flexibility of the method with very little extra computational requirement. An example illustrates the generalisation and the results are discussed.
Keywords :
Markov processes; identification; least squares approximations; linear systems; matrix algebra; transfer functions; Markov parameters; generalised least-squares method; least-squares moment matching; model reduction;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19910869