A generalized approach to q-Markov covariance equivalent realizations for discrete systems Academic Article uri icon


  • A new algorithm is developed which constructs q-Markov covariance equivalent realizations (q-Markov COVERs) of multivariable linear discrete time systems. A q-Markov COVER is a state realization which matches exactly a finite portion of the impulse response sequence (Markov parameters) and output autocorrelation sequence (covariance parameters) of a linear system. The algorithm generates the q-Markov COVERs starting with only the basic data, namely the q-Markov parameters and the q covariance parameters. The algorithm leads to a parameterization of all minimal stable q-Markov COVERs which can be constructed. Since the data are easily computed from a given state space model, the algorithm presented will be useful for both realization and model reduction of multivariable linear discrete time systems. An example is presented to demonstrate the algorithm. 1988.

published proceedings

  • Automatica

author list (cited authors)

  • King, A. M., Desai, U. B., & Skelton, R. E.

citation count

  • 80

complete list of authors

  • King, AM||Desai, UB||Skelton, RE

publication date

  • July 1988