State-space modelling of dynamic systems using Hankel matrix representation

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

Research output: Contribution to journalArticleScientificpeer-review

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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Dynamical systems
Mathematical operators

Keywords

  • State-space modelling
  • dynamic systems analysis

Cite this

Olkkonen, H. ; Ahtiainen, S. ; Olkkonen, Juuso ; Pesola, P. / State-space modelling of dynamic systems using Hankel matrix representation. In: International Journal of Computer Science & Emerging Technologies. 2010 ; Vol. 1, No. 4. pp. 112-115.
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State-space modelling of dynamic systems using Hankel matrix representation. / Olkkonen, H. (Corresponding Author); Ahtiainen, S.; Olkkonen, Juuso; Pesola, P.

In: International Journal of Computer Science & Emerging Technologies, Vol. 1, No. 4, 2010, p. 112-115.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - State-space modelling of dynamic systems using Hankel matrix representation

AU - Olkkonen, H.

AU - Ahtiainen, S.

AU - Olkkonen, Juuso

AU - Pesola, P.

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

KW - State-space modelling

KW - dynamic systems analysis

M3 - Article

VL - 1

SP - 112

EP - 115

JO - International Journal of Computer Science & Emerging Technologies

JF - International Journal of Computer Science & Emerging Technologies

SN - 2044-6004

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ER -