State-space modelling of dynamic systems using Hankel matrix representation

H. Olkkonen (Corresponding Author), S. Ahtiainen, Juuso Olkkonen, P. Pesola

Research output: Contribution to journalArticle

Abstract

In this work a dynamic state-space model was constructed using a Hankel matrix formulation. A novel update algorithm for computation of the state transition matrix and its eigenvalues was developed. The method suits for analysis and synthesis of the rapidly changing dynamic systems and signals corrupted with additive random noise. The knowledge of the time varying state transition matrix and its eigenvalues enables accurate and precise numerical operators such as differentiation and integration in the presence of noise.
Original languageEnglish
Pages (from-to)112-115
Number of pages4
JournalInternational Journal of Computer Science & Emerging Technologies
Volume1
Issue number4
Publication statusPublished - 2010
MoE publication typeA1 Journal article-refereed

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Keywords

  • State-space modelling
  • dynamic systems analysis

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