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Partial Realization Theory and System Identification Redux
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.). Shanghai Jiao Tong Univ, Dept Automat, Shanghai, Peoples R China.ORCID iD: 0000-0002-2681-8383
2017 (English)In: 2017 11TH ASIAN CONTROL CONFERENCE (ASCC), IEEE , 2017, p. 1946-1950Conference paper, Published paper (Refereed)
Abstract [en]

Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows us to show that the nonstandard matrix Riccati equation is universal in the sense that it can be used to solve more general analytic interpolation problems by only changing certain parameters. Such interpolation problems are ubiquitous in systems and control. In this context we also discuss a question posed by R.E. Kalman in beginning of the 1970s.

Place, publisher, year, edition, pages
IEEE , 2017. p. 1946-1950
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-225240ISI: 000426957300340OAI: oai:DiVA.org:kth-225240DiVA, id: diva2:1194591
Conference
2017 11TH ASIAN CONTROL CONFERENCE (ASCC)
Note

QC 20180403

Available from: 2018-04-03 Created: 2018-04-03 Last updated: 2018-05-24Bibliographically approved

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Lindquist, Anders

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