摘要
对连续随机控制系统提出具有限定特征结构及稳态状态协方差的模型简化方法。从理论上证明了降阶模型的存在性,并给出了降阶模型参数的计算方法。
The model reduction problem for a linear continuous stochastic system with constraint eigenstructure and steady-state ovariance is considered. The exsi-tance of the reduced model is proved. The procedure of obtaining the parameters of the reduced model is given.
出处
《测试技术学报》
1998年第1期1-5,共5页
Journal of Test and Measurement Technology
基金
山西省自然科学基金资助项目
关键词
随机系统
模型简化
稳态协方差
特征结构配置
stochastic systems
model reduction
steady-state covariance
eigen-structure assignment
