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Asymptotic Sampling Zeros for Linear Stochastic Systems

  • Juan I. Yuz
  • Graham C. Goodwin
Part of the Communications and Control Engineering book series (CCE)

Abstract

This chapter further explores the connection between continuous-time power spectral densities and their sampled data equivalents. A key issue of importance is the existence of sampling zeros in the sampled-data power spectral density. These can be asymptotically characterized as the sampling period goes to zero. The results are the stochastic extension of the results presented in Chap.  5 for the deterministic case.

Further Reading

Asymptotic sampling zeros for linear stochastic systems were first described in

  1. Wahlberg B (1988) Limit results for sampled systems. Int J Control 48(3):1267–1283 MathSciNetCrossRefzbMATHGoogle Scholar

A classic text on Kalman filtering and spectral factorization is

  1. Anderson BDO, Moore J (1979) Optimal filtering. Prentice Hall, Englewood Cliffs zbMATHGoogle Scholar

Copyright information

© Springer-Verlag London 2014

Authors and Affiliations

  • Juan I. Yuz
    • 1
  • Graham C. Goodwin
    • 2
  1. 1.Departamento de ElectrónicaUniversidad Técnica Federico Santa MaríaValparaísoChile
  2. 2.School of Electrical Engineering & Computer ScienceUniversity of NewcastleCallaghanAustralia

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