Title :
The generation of discrete-time q-Markov covers via inverse solution of the Lyapunov equation
Author :
Sreeram, V. ; Agathoklis, P. ; Mansour, M.
Author_Institution :
Dept. of Electr. & Electron. Eng., Western Australia Univ., Nedlands, WA, Australia
fDate :
2/1/1994 12:00:00 AM
Abstract :
A new method for generating q-Markov covers for SISO discrete-time systems is proposed. It is based on computing first the impulse-response Gramian from the Markov parameters and covariances, and then solving the Lyapunov equation inversely to get the system matrices in controllability canonical form. The conditions for existence of q-Markov covers are also derived. The method is illustrated by a numerical example and is shown to be computationally simple
Keywords :
Lyapunov methods; Markov processes; controllability; discrete time systems; inverse problems; matrix algebra; Lyapunov equation; SISO discrete-time systems; controllability canonical form; covariances; discrete-time q-Markov covers; existence conditions; impulse-response Gramian; inverse solution; system matrices; Automatic control; Availability; Equations; Hydrogen; Information science; Output feedback; Reduced order systems; Robust control; State feedback; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
