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 language | English |
|---|---|
| Pages (from-to) | 112-115 |
| Number of pages | 4 |
| Journal | International Journal of Computer Science & Emerging Technologies |
| Volume | 1 |
| Issue number | 4 |
| Publication status | Published - 2010 |
| MoE publication type | A1 Journal article-refereed |
Keywords
- State-space modelling
- dynamic systems analysis