Dimensionality reduction in multivariable stochastic systems
作者:
V. HAGGAN,
M. B. PRIESTLEY,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 22,
issue 2
页码: 249-259
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508922079
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The transfer function matrix of a large multi-input/multi-output linear stochastic time-invariant control system may be computationally difficult to estimate and, further, may not provide a good interpretation of the underlying structure of the system. Priestley, Rao and Tong (1073) have suggested a method, using information theoretic and statistical criteria, for reducing the dimensions of such a system, and thus, to some extent, overcoming these difficulties. The authors have undertaken a computational study of the application of this theory, illuminating the problems encountered, and demonstrating the feasibility of the method in practice.
点击下载:
PDF (387KB)
返 回