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
Link To Document :
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