• DocumentCode
    808222
  • Title

    Weighted least squares stationary approximations to linear systems

  • Author

    Bierman, G.J.

  • Author_Institution
    Jet Propulsion Laboratories, Pasadena, CA, USA
  • Volume
    17
  • Issue
    2
  • fYear
    1972
  • fDate
    4/1/1972 12:00:00 AM
  • Firstpage
    232
  • Lastpage
    234
  • Abstract
    The problem of replacing the time-varying linear system \\dot{X} = A(t)X by a stationary one \\dot{Y} = BY is investigated. The matrix B is selected so that X(t) = Y(t) in the interval [ 0, T ]. Several quadratic criteria are proposed to aid in determining suitable candidate systems. One criterion for choosing B is initial condition dependent, and another bounds the "worst case" homogeneous system performance. Both of these criteria produce weighted least squares fits to A(t) .
  • Keywords
    Least-squares approximation; Linear systems, time-varying continuous-time; Control systems; Equations; Least squares approximation; Least squares methods; Linear approximation; Linear systems; Mean square error methods; Navigation; System performance; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1099935
  • Filename
    1099935