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Browse Journals & Magazines > Automatic Control, IEEE Trans ...> Volume:17 Issue:2 Help

Weighted least squares stationary approximations to linear systems

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1 Author(s)
Bierman, G.J. ; Jet Propulsion Laboratories, Pasadena, CA, USA

The problem of replacing the time-varying linear systemdot{X} = A(t)Xby a stationary onedot{Y} = BYis investigated. The matrixBis selected so thatX(t) = Y(t)in the interval [0, T]. Several quadratic criteria are proposed to aid in determining suitable candidate systems. One criterion for choosingBis initial condition dependent, and another bounds the "worst case" homogeneous system performance. Both of these criteria produce weighted least squares fits toA(t).

Published in:
Automatic Control, IEEE Transactions on  (Volume:17 ,  Issue: 2 )

Date of Publication: Apr 1972

Page(s):
232 - 234
ISSN :
0018-9286
Digital Object Identifier :
10.1109/TAC.1972.1099935
Product Type:
Journals & Magazines
Date of Current Version :
06 January 2003
Issue Date :
Apr 1972
Sponsored by :
IEEE Control Systems Society

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