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A Minimal Lattice Realization of the Systems Interpolating Markov and Covariance Parameters

Kazumi HORIGUCHI

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Summary :

We present a minimal lattice realization of MIMO linear discrete-time systems which interpolate the desired Markov and covariance parameters. The minimal lattice realization is derived via a recursive construction algorithm based on the state space description and it parametrizes all the interpolants.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E79-A No.8 pp.1283-1286
Publication Date
1996/08/25
Publicized
Online ISSN
DOI
Type of Manuscript
LETTER
Category
Systems and Control

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