Covariance-Invariant Discrete-Time Systems.

Abstract

The problems of minimal realization and spectral factorization are reviewed in a tutorial manner and a new, indirect method for solving these problems is presented. The method is based on a covariance-invariance between continuous-time and discrete-time systems. Applications in Kalman Filtering, digital filtering and process simulation are discussed.

Document Details

Document Type
Technical Report
Publication Date
Apr 08, 1976
Accession Number
ADA024273

Entities

People

  • Joseph Perl
  • Louis L. Louis L. Scharf

Organizations

  • Colorado State University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Filtration
  • Information Science
  • Interdisciplinary Science
  • Invariance
  • Kalman Filtering
  • Mathematical Analysis
  • Mathematics
  • Simulations

Readers

  • Approximation Theory.
  • Artificial Intelligence
  • Mathematical Modeling and Probability Theory.