Title :
A parameterization of minimal stochastic realizations
Author :
Ferrante, Augusto
Author_Institution :
Dipartimento di Elettronica e Inf., Padova Univ., Italy
fDate :
10/1/1994 12:00:00 AM
Abstract :
Given a rational spectral density and a minimal spectral factor, a parameterization of all minimal spectral factors is derived. A minimal realization of each minimal spectral factor is also provided. This parameterization is shown to hold under the condition of nonintersection between the spectra of two matrices. This condition, first introduced in previous work by Ferrante et al. (1993), is proved here to be also necessary. Finally these results are applied to the stochastic realization problem
Keywords :
control system synthesis; matrix algebra; stochastic systems; matrix spectra nonintersection condition; minimal spectral factor; minimal stochastic realizations; parameterization; rational spectral density; Automatic control; Controllability; Matrix converters; Robust control; Robust stability; Robustness; Stability analysis; Stochastic processes; Time varying systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
