Weighted q-markov covariance equivalent realizations

R. E. Skelton; B. D. Anderson

doi:10.1080/00207178908559736

Weighted q-markov covariance equivalent realizations

R. E. Skelton^*, B. D. Anderson

^*Corresponding author for this work

The Australian National University

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

Reduced order models which preserve the first q Markov parameters and the first q covariances are called q-Markov covariance equivalent realizations (q-Markov COVERS). This paper extends these notions to the case where the input is coloured instead of white noise. We call this the 'weighted q-Markov COVER.

Original language	English
Pages (from-to)	1755-1771
Number of pages	17
Journal	International Journal of Control
Volume	49
Issue number	5
DOIs	https://doi.org/10.1080/00207178908559736
Publication status	Published - May 1989

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abstract = "Reduced order models which preserve the first q Markov parameters and the first q covariances are called q-Markov covariance equivalent realizations (q-Markov COVERS). This paper extends these notions to the case where the input is coloured instead of white noise. We call this the 'weighted q-Markov COVER.",

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AB - Reduced order models which preserve the first q Markov parameters and the first q covariances are called q-Markov covariance equivalent realizations (q-Markov COVERS). This paper extends these notions to the case where the input is coloured instead of white noise. We call this the 'weighted q-Markov COVER.

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JF - International Journal of Control

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Weighted q-markov covariance equivalent realizations

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