• DocumentCode
    487083
  • Title

    A Generalized Approach to q-Markov Covariance Equivalent Realizations for Discrete Systems

  • Author

    King, Andrew M. ; Desai, Uday B. ; Skelton, Robert E.

  • Author_Institution
    School or Aeronautics and Astronautics, Purdue University, West Lafayette, IN 47907
  • fYear
    1987
  • fDate
    10-12 June 1987
  • Firstpage
    1521
  • Lastpage
    1526
  • Abstract
    A new algorithm is developed which constructs q-Markov covariance equivalent realizations (q-Markov COVERs) of discrete systems. The algorithm generates the q-Markov COVERs of the discrete system starting with only the basic data, namely the q-Markov parameters and the q covariance parameters. The algorithm leads to a parameterization of a class of q-Markov COVERs which can be constructed from this basic data.
  • Keywords
    Continuous time systems; Covariance matrix; Riccati equations; State feedback; Stochastic systems; Tellurium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1987
  • Conference_Location
    Minneapolis, MN, USA
  • Type

    conf

  • Filename
    4789553