摘要
提出了离散随机系统的模型简化新方法：区域极点／协方差等价实现方法．即构造降阶模型，使其匹配给定的区域极点和稳态协方差值，在暂态性能和稳态性能这两个重要方面近似于给定的满阶模型．文中证明了满足要求的降阶模型的存在性，并直接给出了降阶模型的解析表达式，最后提供了说明性的数值例子．
In this paper, a new approach for model reduction for discrete time stochastic systems, which is called regional pole and covariance equivalent realization method, is presented. The major idea of the proposed approach is to construct the reduced order models which match both the specified regional pole and steady state covariance value. The resulting reduced order models will approximate the full order models in the two important aspects, i.e., transient and steady state performances. The existence of desired reduced order models is proved and the analytical expression of these models is also given. Finally, this paper provides an illustrative example.
出处
《自动化学报》
EI
CSCD
北大核心
1997年第4期511-514,共4页
Acta Automatica Sinica
基金
国家自然科学基金
南京理工大学科研发展基金
关键词
离散时间系统
模型简化
随机系统
近似理论
Discrete time systems, model reduction, stochastic systems, approximation theory.
