Approximation of linear constant systems
- 1 October 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (5) , 585-588
- https://doi.org/10.1109/tac.1967.1098680
Abstract
In this paper two problems are considered, the problem of modeling a given constant linear system by a constant linear system of fixed lower order, and the problem of finding a filter of fixed order to estimate a time-invariant random process from a related time-invariant random process. A quadratic criterion is used to select the optimum system in both cases. It is shown that the filtering problem reduces to the problem of modeling the corresponding Wiener filter. Necessary conditions for a solution are developed and stated in terms of standard Wiener filter theory notation. Numerical solution of the equations embodying the necessary conditions is considered and several examples are presented.Keywords
This publication has 2 references indexed in Scilit:
- Approximation of linear constant systemsIEEE Transactions on Automatic Control, 1967
- Synthesis ofn-Reactance Networks for Desired Transient ResponseJournal of Applied Physics, 1949