Covariance equivalent realizations of discrete systems

  title={Covariance equivalent realizations of discrete systems},
  author={D. Wagie and Robert E. Skelton},
  journal={The 23rd IEEE Conference on Decision and Control},
Covariance equivalent realization theory has been used recently in continuous systems for model reduction [1-4] and controller reduction [2, 5]. In model reduction, this technique produces a reduced-order model that matches q+1 output covariances and q Markov parameters of the full-order model. In controller reduction, it produces a reduced controller that is "close" to matching q+1 input covariances and q Markov parameters of the full-order controller. For discrete systems, a method was… CONTINUE READING
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