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A Minimal Lattice Realization of the Systems Interpolating Markov and Covariance Parameters
Kazumi HORIGUCHI
Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Vol.E79-A No.8 pp.1283-1286
Publication Date: 1996/08/20
Online ISSN:
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Systems and Control
Keyword:
lattice realization,
interpolation,
Markov parameter,
covariance parameter,
linear discrete-time system,
Full Text: PDF(273.6KB)
Summary:
We present a minimal lattice realization of MIMO linear discrete-time systems which interpolate the desired Markov and covariance parameters. The minimal lattice realization is derived via a recursive construction algorithm based on the state space description and it parametrizes all the interpolants.
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