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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
428
E.L Verriest and J.A. Kullstam
Let H denote the concatenation of/4 and y
As shown in [2,3], concatenation of the outputs contributes n new dimensions to the space
spanned by the inputs i.e. rank (H) = rank(/4)+ rank(x). These n new dimensions are
attributed to the effects of the state and are used to infer a state realization.
Now let
U[t] /41 H2 = = . (24)
//1 -~ y[t] = Yl ' y[t
+ kN] Y2
The state realization is generated from the relation
rowspan(x2) = rowspan(H1) N rowspan(H2). (25)
Therefore, the main computational task of the subspace algorithm in generating a state ...
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Publisher Resources

ISBN: 9780444821072