|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 2 of 12 found articles
| Title: |
A realization approach to stochastic model reduction |
| Author: |
Desai, Uday B. Pal, Debajyoti Kirkpatrick, Robert D. |
| Appeared in: |
International journal of control |
| Paging: | Volume 42 (1985) nr. 4 pages 821-838 |
| Year: |
1985-10-01 |
| Contents: |
The problem of discrete-time stochastic model reduction (approximation) is considered. Using the canonical correlation analysis approach of Akaike (1975), a new order-reduction algorithm is developed. Furthermore, it is shown that the inverse of the reduced-order realization is asymptotically stable. Next, an explicit relationship between canonical variables and the linear least-squares estimate of the state vector is established. Using this, a more direct approach for order reduction is presented, and also a new design for reduced-order Kalman filters is developed. Finally, the uniqueness and symmetry properties for the new realization—the balanced stochastic realization—along with a simulation result, are presented. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 12 found articles
| << previous | next >> |