Balanced stochastic realizations
نویسندگان
چکیده
منابع مشابه
Remarks on Orthogonal Polynomials and Balanced Realizations
Given a proper antistable rational transfer function g, a balanced realization of g is constructed as a matrix representation of the abstract shift realization introduced by Fuhrmann (1976). The required basis is constructed as a union of sets of polynomials orthogonal with respect to weights given by the squares of the absolute values of minimal degree Schmidt vectors of the corresponding Hank...
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Almracr.. " Ihe [ask of finding a class of halanccd minimal reaiiz.aliens is shown 10 he equivalcn! 10 (inding limiting s{du[lorrs (I(certain gradient flow differential equations. By viewing such algebraic (asks in tlw context of caiculus. thcv are amcnahle In nnalog computational solutions, or parallel processing machines. perhaps even neural networks. The convergence rates of the differential...
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In this work, we establish a framework for balanced realization of linear systems subject to regime switching modulated by a continuous-time Markov chain with a finite state space. First, a definition of balanced realization is given. Then a ρ-balanced realization is developed to approximate the system of balancing equations, which is a system of time-varying algebraic equations. When the state...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1988
ISSN: 0024-3795
DOI: 10.1016/0024-3795(88)90166-8