DocumentCode
485601
Title
Mode Cancellation and Retention in Stochastic Linear Systems
Author
Baram, Y. ; Shaked, Uri
Author_Institution
Department of Electronic Systems, School of Engineering, Tel-Aviv University
fYear
1982
fDate
14-16 June 1982
Firstpage
612
Lastpage
613
Abstract
Mode cancellation in multivariable stochastic systems may be caused by certain relationships between the input, the output and the internal structure of the system. Clearly, mode cancellation implies that the system´s order cannot be identified from the output. Necessary and sufficient conditions for mode retention are derived and their implications on the order identification problem are considered.
Keywords
Covariance matrix; Eigenvalues and eigenfunctions; Linear systems; Noise cancellation; Observability; Stochastic processes; Stochastic systems; Sufficient conditions; Systems engineering and theory; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1982
Conference_Location
Arlington, VA, USA
Type
conf
Filename
4787926
Link To Document