离散系统区域极点/协方差等价实现一种代数方法
An Algebraic Approach to Regional Pole and Covariance Equivalent Realizations for Discrete-Time Systems
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摘要: 提出了离散随机系统的模型简化新方法:区域极点/协方差等价实现方法.即构造降 阶模型,使其匹配给定的区域极点和稳态协方差值,在暂态性能和稳态性能这两个重要方面 近似于给定的满阶模型.文中证明了满足要求的降阶模型的存在性,并直接给出了降阶模 型的解析表达式,最后提供了说明性的数值例子.Abstract: In this paper, a new approach for model reduction for discrete-time stochastic systems, which is called regional pole and covariance equivalent realization method, is presented. The major idea of the proposed approach is to construct the reduced-order models which match both the specified regional pole and steady-state covariance value. The resulting reduced-order models will approximate the full-order models in the two important aspects, i. e., transient and steady-state performances. The existence of desired reduced-order models is proved and the analytical expression of these models is also given. Finally, this paper provides an illustrative example.
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Key words:
- Discrete-time systems /
- model reduction /
- stochastic systems /
- approximation theory
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