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The generation of discrete-time q-Markov covers via inverse solution of the Lyapunov equation

机译:通过Lyapunov方程的逆解生成离散时间q-Markov覆盖

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摘要

A method for generating q-Markov covers for SISO discrete-time systems is proposed. The method is based on computing first the impulse-response Gramian from the Markov parameters and covariances, and then solving the Lyapunov equation inversely to get the system matrices in controllability canonical form. The conditions for existence of q-Markov covers are also derived. The method is illustrated by a numerical example and is shown to be computationally simple.
机译:提出了一种用于SISO离散时间系统的q-Markov覆盖的生成方法。该方法的基础是首先根据Markov参数和协方差计算脉冲响应Gramian,然后逆求解Lyapunov方程,以可控正则形式获得系统矩阵。还推导了存在q-Markov覆盖的条件。该方法通过数值示例进行说明,并且显示为计算简单。

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