REALIZATION OF BILINEAR STOCHASTIC-SYSTEMS

被引：14

作者：

DESAI, UB

机构：

[1] Washington State Univ, Pullman, WA,, USA, Washington State Univ, Pullman, WA, USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1986年 / 31卷 / 02期

关键词：

MATHEMATICAL TECHNIQUES - Algorithms;

D O I：

10.1109/TAC.1986.1104225

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of realizing bilinear stochastic systems (BLSR) is analyzed. First, an explicit statement for the BLSR problem is presented. Next, a realization algorithm is developed. In this algorithm the state vector is picked as a basis in the subspace obtained by projecting an appropriately defined past vector onto an appropriately defined future vector. Also, the realization algorithm involves solving a matrix nonlinear equation which is akin to the algebraic Riccati equation, except for one additional term.

引用

页码：189 / 192

页数：4

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