双线性随机系统的实现

1985 American Control Conference Pub Date : 1985-06-19 DOI:10.1109/ACC.1985.4171793

U. Deasi

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引用次数: 13

摘要

研究双线性随机系统的实现问题。首先对BLSR问题进行了明确的阐述。其次，提出了一种实现算法。该算法选取状态向量作为子空间中的一组基，该子空间是通过将一个适当定义的过去向量投影到一个适当定义的未来向量上得到的。实现算法还涉及求解矩阵非线性方程，该方程与代数里卡第方程类似，只是多了一项。

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Realization of Bilinear Stochastic Systems

This paper considers the problem of realization of bilinear stochastic systems. 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.

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来源期刊

1985 American Control Conference

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