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Comparison of multivariable MBH realization algorithms in the presence of multiple poles, and noise disturbing the Markov sequence

  • Multivariable Systems
  • Conference paper
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Analysis and Optimization of Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 28))

Abstract

The goal of this paper is to present results of a feasibility study for multivariable realization algorithms. The realization algorithms are of the Markov Block Hankel (MBH) type. A Singular Value Decomposition (SVD) variant, and a Gauss Elimination (GE) based pick-out variant were tested on a representative set of test Markov Sequences.

Much attention is devoted in deriving practical guidelines for the amount of noise that can be tolerated. The effects of multiplicity of a pole, and proximity to other poles in the z-plane were evaluated. The results are illustrated with some examples.

Aspirant NFWO (Nationaal Fonds voor Wetenschappelijk Onderzoek).

Bursaal IWONL (Instituut voor Wetenschappelijk Onderzoek in Nijverheid en Landbouw).

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Authors and Affiliations

  1. ESAT Laboratory, Katholieke Universiteit Leuven, 3030, Heverlee, Belgium

    J. Staar, M. Wemans & J. Vandewalle

Authors
  1. J. Staar
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  2. M. Wemans
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  3. J. Vandewalle
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Editor information

A. Bensoussan J. L. Lions

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© 1980 Springer-Veralg

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Staar, J., Wemans, M., Vandewalle, J. (1980). Comparison of multivariable MBH realization algorithms in the presence of multiple poles, and noise disturbing the Markov sequence. In: Bensoussan, A., Lions, J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 28. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004039

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  • DOI: https://doi.org/10.1007/BFb0004039

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10472-8

  • Online ISBN: 978-3-540-38489-2

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