• DocumentCode
    854585
  • Title

    On time-invariant realizations of discrete random processes

  • Author

    Blachuta, Marian ; Polanski, Andrzet

  • Author_Institution
    Silesian Technical University, Gliwice, Poland
  • Volume
    32
  • Issue
    12
  • fYear
    1987
  • fDate
    12/1/1987 12:00:00 AM
  • Firstpage
    1125
  • Lastpage
    1127
  • Abstract
    A class of discrete second-order random processes, described by linear time-invariant state-space models, is investigated. Equivalent realizations with reduced number of noise inputs are presented. In contrast to the innovations approach these realizations have time-invariant parameters.
  • Keywords
    Algebraic Riccati equation (ARE); Linear systems, stochastic; Reduced-order systems, linear; Riccati equations, algebraic; Stochastic processes; Stochastic systems, linear; Adaptive control; Automatic control; Control systems; Convergence; Equations; Feedback; Polynomials; Programmable control; Random processes; Signal generators;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104508
  • Filename
    1104508
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=854585