Title :
On zero locations for sampled stochastic systems
Author :
Söderström, Torsten
Author_Institution :
Dept. of Technol, Uppsala Univ., Sweden
Abstract :
Zero locations of stochastic models have a significant influence on optimal prediction algorithms as well as on the convergence speed of identification methods. The possible zero locations for a sampled stochastic system are examined. In particular, it is shown and numerically illustrated that the sampled zeros can appear only in a restricted set within the unit circle. A complete analysis is given for second-order systems
Keywords :
poles and zeros; sampled data systems; stochastic systems; convergence; identification methods; optimal prediction algorithms; sampled stochastic systems; sampled-data systems; second-order systems; unit circle; zero locations; Automatic control; Control system analysis; Filters; Prediction algorithms; Predictive models; Sampling methods; State-space methods; Stochastic processes; Stochastic resonance; Stochastic systems;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70324
