Gevers, Michel
[UCL]
Anderson, B.D.O.
Considers stationary stochastic discrete-time vector processes made up of two component processes y and u, such that the joint (y,u)-process has a rational spectral density phi /sub yu/(z). Such processes can be represented by a white noise driven matrix transfer function model, and (in most cases) by a closed-loop model. A number of new results are presented on the connections between these two representations, and on their properties: stability, invertibility, identifiability, uniqueness of the spectral factorization, detection of feedback, and continuity of spectral factors.
Bibliographic reference |
Gevers, Michel ; Anderson, B.D.O.. New results on stationary stochastic feedback processes.Control Science and Technology for the Progress of Society. Proceedings of the Eighth Triennial World Congress of the International Federation of Automatic Control (Kyoto, Japan, 24-28 August 1981). In: Akashi, H.;, Control Science and Technology for the Progress of Society. Proceedingsof the Eighth Triennial World Congress of the International Federationof Automatic Control, Pergamon1982, p.Vol. 2, p. 821-6 |
Permanent URL |
http://hdl.handle.net/2078.1/68436 |