DocumentCode
424680
Title
Realization from covariances and Markov parameters of a discrete-time periodic system
Author
Colaneri, Patrizio ; Pinzoni, Stefano
Author_Institution
Dipartimento di Elettronica e Informazione, Politecnico di Milano, Milan, Italy
Volume
1
fYear
2004
fDate
June 30 2004-July 2 2004
Firstpage
851
Abstract
The main contribution of this paper is an algorithm to find a minimal stable state-space realization of a linear discrete-time periodic system from a finite window of (normalized) covariances and Markov parameters. This contribution to the stochastic realization problem for periodic systems can be used for the identification of cyclostationary processes.
Keywords
Markov processes; discrete time systems; identification; linear systems; periodic control; state-space methods; Markov parameters; cyclostationary process identification; linear discrete-time periodic system; stable state-space realization; stochastic realization problem;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2004. Proceedings of the 2004
Conference_Location
Boston, MA, USA
ISSN
0743-1619
Print_ISBN
0-7803-8335-4
Type
conf
Filename
1383712
Link To Document