DocumentCode
851872
Title
Realization of bilinear stochastic systems
Author
Desai, Uday B.
Author_Institution
Washington State University, Pullman, WA, USA
Volume
31
Issue
2
fYear
1986
fDate
2/1/1986 12:00:00 AM
Firstpage
189
Lastpage
192
Abstract
This note considers the problem of realization of bilinear stochastic systems (BLSR). First an explicit statement for the BLSR problem is presented. Next a realization algorithm is developed. In this algorithm the state vector is picked as a basis in the subspace obtained by projecting an appropriately defined past vector onto an appropriately defined future vector. Also, the realization algorithm involves solving a matrix nonlinear equation which is akin to the algebraic Riccati equation, except for one additional term.
Keywords
Bilinear systems, stochastic; Stochastic bilinear systems; Control systems; Filtering; Kernel; Nonlinear equations; Nonlinear filters; Nonlinear systems; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104225
Filename
1104225
Link To Document