The Generation of all q-Markov Covers

Brian D.O. Anderson, Robert E. Skelton

Research output: Contribution to journalArticlepeer-review

48 Citations (Scopus)

Abstract

Recently developed model reduction procedures lead (for the single input-output case) to qth degree systems with first q-Markov parameters and first q covariance parameters (Markov parameters of the causal part of the power spectrum) taking prescribed values. We parameterize the class of all such systems. For continuous-time systems the class includes an infinite set, whereas for discrete-time the class has only two members. The result is important in that it illustrates the freedom available in a model reduction procedure.

Original languageEnglish
Pages (from-to)375-384
Number of pages10
JournalIEEE Transactions on Circuits and Systems
Volume35
Issue number4
DOIs
Publication statusPublished - Apr 1988

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