Weighted q-markov covariance equivalent realizations
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Skelton, R. E.
Anderson, B. D.
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Abstract
Reduced order models which preserve the first q Markov parameters and the first q covariances are called q-Markov covariance equivalent realizations (q-Markov COVERS). This paper extends these notions to the case where the input is coloured instead of white noise. We call this the 'weighted q-Markov COVER.
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International Journal of Control
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