Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
753133 | Systems & Control Letters | 2007 | 4 Pages |
Abstract
We consider the steady-state error covariance for a discrete-time system with banded dynamics. Such systems frequently arise from the spatial and temporal discretization of partial differential equations. In such systems, the magnitudes of the entries of the steady-state covariance matrix typically decrease as the distance from the diagonal increases. We obtain a bound on the entries of the covariance matrix beyond a given distance from the diagonal.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Jaganath Chandrasekar, Dennis S. Bernstein,