Fundamental study on periodically time-varying state-space digital filters-statistical analysis, scaling and stability

The authors discuss the statistical analysis, scaling, and stability of periodically time-varying (PTV) state-space digital filters. They investigate the variance of state and output to a white Gaussian input in a statistical analysis, evaluate the periodical transformation matrices T(i) for l/sub 2/ scaling, and discuss the bounded-input bounded-output and asymptotic stability. To make statistical analysis easy, they transform PTV digital filters to multi-input multi-output (MIMO) time-invariant digital filters because statistical analysis of the time-invariant digital filters is given easily.<
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