A simple q-Markov COVER algorithm for SISO discrete-time systems based on state covariance assignment

Author

Ohara, A. ; Masubuchi, I. ; Suda, N.

Author_Institution

Dept. of Control Eng., Osaka Univ., Japan

Volume

5

fYear

1992

fDate

10-13 May 1992

Firstpage

2394

Abstract

A q-Markov COVER (q-Markov covariance equivalent realization) algorithm for single-input single-output (SISO) discrete-time systems is proposed. To develop the algorithm, state covariance assignment theory is applied. As a result, procedures for factorizations and pseudo-inversions of matrices are reduced and realizations can be given in simple and explicit forms. The results provide a computational facility and basis for understanding the structure of q-Markov COVERs for SISO systems. It is shown that the q-Markov COVERs are distinguished by the sign of system matrix determinants

Keywords

Markov processes; discrete time systems; state-space methods; SISO discrete-time systems; covariance equivalent realization; factorizations; pseudo-inversions; q-Markov COVER algorithm; state covariance assignment; system matrix determinants; Autocorrelation; Control engineering; Control systems; Covariance matrix; Equations; Impedance matching; Linear feedback control systems; Linear systems; Signal processing algorithms; State feedback;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1992. ISCAS '92. Proceedings., 1992 IEEE International Symposium on

Conference_Location

San Diego, CA

Print_ISBN

0-7803-0593-0

Type

conf

DOI

10.1109/ISCAS.1992.230535

Filename

230535