Accession Number:

ADA024273

Title:

Covariance-Invariant Discrete-Time Systems.

Descriptive Note:

Technical rept.,

Corporate Author:

COLORADO STATE UNIV FORT COLLINS DEPT OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1976-04-08

Pagination or Media Count:

44.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE