PARTIAL REALIZATIONS OF LINEAR STOCHASTIC TIME-VARYING SYSTEMS.
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abstract
Definitions are given for minimal-realizations with respect to quadratic model error functions. The theory treats constant or time-varying stochastic linear systems with finite or infinite-time model error functions. A procedure is given which is useful for either model reduction or reduced controller design for time-varying linear systems. In either case, the order of the reduced system is found which yields a prespecified model error index. An algorithm is given to automate the procedure.
published proceedings
Proceedings - Annual Allerton Conference on Communication, Control, and Computing