Title :
Consistent state-discretization of linear systems
Author :
De Dona, Jose A. ; Goodwin, Graham C. ; Middleton, Richard H.
Author_Institution :
Dept. of Electr. & Comput. Eng., Newcastle Univ., NSW, Australia
Abstract :
This paper explores the properties of discrete-state models which arise as a state-discretization of continuous-state models. A state-discretization approach is proposed, which gives, as a result, discrete-state Markov chains. The limiting properties of the eigenvalues and eigenvectors of the transition matrices of this Markov chains are studied in connection with parameters of the original continuous-state model
Keywords :
Markov processes; discrete time systems; eigenvalues and eigenfunctions; linear systems; state-space methods; Markov chains; discrete-state models; eigenvalues; eigenvectors; linear systems; state space model; state-discretization; transition matrix; Approximation algorithms; Biological system modeling; Biology; Eigenvalues and eigenfunctions; Evolution (biology); Linear approximation; Linear systems; Manufacturing; Markov processes; Solid modeling;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650753
