A contribution to the parameter estimation of a certain class of dynamical systems
A homotopy approach to rational covariance extension with degree constraint
The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.
A modified state variable diagram method for determination of positive realizations of linear continuous-time systems with delays
A new modified state variable diagram method is proposed for determination of positive realizations of linear continuoustime systems with delays in state and input vectors. Using the method, it is possible to find a positive realization with reduced numbers of delays for a given transfer matrix. Sufficient conditions for the existence of positive realizations of given proper transfer matrices are established. The proposed method is demonstrated on numerical examples.
A polynomial solution to regulation and tracking. I. Deterministic problem
A realization problem for positive continuoustime systems with reduced numbers of delays
A realization problem for positive, continuous-time linear systems with reduced numbers of delays in state and in control is formulated and solved. Sufficient conditions for the existence of positive realizations with reduced numbers of delays of a given proper transfer function are established. A procedure for the computation of positive realizations with reduced numbers of delays is presented and illustrated by an example.