Title :
On time-invariant realizations of discrete random processes
Author :
Blachuta, Marian ; Polanski, Andrzet
Author_Institution :
Silesian Technical University, Gliwice, Poland
fDate :
12/1/1987 12:00:00 AM
Abstract :
A class of discrete second-order random processes, described by linear time-invariant state-space models, is investigated. Equivalent realizations with reduced number of noise inputs are presented. In contrast to the innovations approach these realizations have time-invariant parameters.
Keywords :
Algebraic Riccati equation (ARE); Linear systems, stochastic; Reduced-order systems, linear; Riccati equations, algebraic; Stochastic processes; Stochastic systems, linear; Adaptive control; Automatic control; Control systems; Convergence; Equations; Feedback; Polynomials; Programmable control; Random processes; Signal generators;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104508
