A simple q-Markov COVER algorithm for SISO discrete-time systems based on state covariance assignment

A q-Markov COVER (q-Markov covariance equivalent realization) algorithm for single-input single-output (SISO) discrete-time systems is proposed. To develop the algorithm, state covariance assignment theory is applied. As a result, procedures for factorizations and pseudo-inversions of matrices are reduced and realizations can be given in simple and explicit forms. The results provide a computational facility and basis for understanding the structure of q-Markov COVERs for SISO systems. It is shown that the q-Markov COVERs are distinguished by the sign of system matrix determinants.<
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