Abstract
This paper describes a class of reduced order models which match both the first q Markov Parameters and the first q Output Covariances for linear systems subject to white noise inputs. The class of reduced models contains the earlier models [2] as a special case.
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© 1986 Kluwer Academic Publishers, Boston
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Skelton, R.E., Anderson, B.D.O. (1986). q-Markov Covariance Equivalent Realizations. In: Desai, U.B. (eds) Modelling and Application of Stochastic Processes. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-2267-2_2
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DOI: https://doi.org/10.1007/978-1-4613-2267-2_2
Publisher Name: Springer, Boston, MA
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Online ISBN: 978-1-4613-2267-2
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