Title :
A simple q-Markov COVER algorithm for SISO discrete-time systems based on state covariance assignment
Author :
Ohara, A. ; Masubuchi, I. ; Suda, N.
Author_Institution :
Dept. of Control Eng., Osaka Univ., Japan
Abstract :
A q-Markov COVER (q-Markov covariance equivalent realization) algorithm for single-input single-output (SISO) discrete-time systems is proposed. To develop the algorithm, state covariance assignment theory is applied. As a result, procedures for factorizations and pseudo-inversions of matrices are reduced and realizations can be given in simple and explicit forms. The results provide a computational facility and basis for understanding the structure of q-Markov COVERs for SISO systems. It is shown that the q-Markov COVERs are distinguished by the sign of system matrix determinants
Keywords :
Markov processes; discrete time systems; state-space methods; SISO discrete-time systems; covariance equivalent realization; factorizations; pseudo-inversions; q-Markov COVER algorithm; state covariance assignment; system matrix determinants; Autocorrelation; Control engineering; Control systems; Covariance matrix; Equations; Impedance matching; Linear feedback control systems; Linear systems; Signal processing algorithms; State feedback;
Conference_Titel :
Circuits and Systems, 1992. ISCAS '92. Proceedings., 1992 IEEE International Symposium on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-0593-0
DOI :
10.1109/ISCAS.1992.230535
