Dynamic systems are considered whose outputs can be represented either by a deterministic series of the input variables or by a stochastic series of brownian motion processes. Approximate representations of such series are proposed. The representations are based on the Hankel matrix representation of the series. First, it is shown that any Hankel matrix, belonging to suitable classes, can be approximated in the deterministic and stochastic sense by finite rank Hankel matrices. Then, a method is proposed to design bilinear realizations of finite rank Hankel matrices, effective in the deterministic and stochastic sense. © 1991 Taylor & Francis Group, LLC.

Isola, T., Tornambè, A. (1991). Stochastic approximation and realization of hankel matrices. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 22(7), 1229-1240 [10.1080/00207729108910698].

Stochastic approximation and realization of hankel matrices

Isola, Tommaso;TornambÈ, Antonio
1991-01-01

Abstract

Dynamic systems are considered whose outputs can be represented either by a deterministic series of the input variables or by a stochastic series of brownian motion processes. Approximate representations of such series are proposed. The representations are based on the Hankel matrix representation of the series. First, it is shown that any Hankel matrix, belonging to suitable classes, can be approximated in the deterministic and stochastic sense by finite rank Hankel matrices. Then, a method is proposed to design bilinear realizations of finite rank Hankel matrices, effective in the deterministic and stochastic sense. © 1991 Taylor & Francis Group, LLC.
1991
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore ING-INF/04 - AUTOMATICA
English
Control and Systems Engineering; Computer Science Applications1707 Computer Vision and Pattern Recognition; Theoretical Computer Science; Computational Theory and Mathematics; Management Science and Operations Research
Isola, T., Tornambè, A. (1991). Stochastic approximation and realization of hankel matrices. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 22(7), 1229-1240 [10.1080/00207729108910698].
Isola, T; Tornambè, A
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/193936
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