PARTIAL REALIZATIONS OF LINEAR STOCHASTIC TIME-VARYING SYSTEMS. Academic Article uri icon

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

author list (cited authors)

  • Skelton, R. E.

complete list of authors

  • Skelton, RE

publication date

  • January 2017