Linear system approximation via covariance equivalent realizations

q-Markov covariance equivalent realizations

Model reduction based on regional pole and covariance equivalent realizations

In this paper a novel model reduction problem is studied for linear continuous-time time-invariant stochastic systems. The purpose of this problem is to design the reduced-order model so that it has the same dominant pole region and steady-state output covariance as those of the original full-order model. The resulting reduced-order model can approximate the corresponding original full-order mo...

Graph Optimization with Unstructured Covariance: Fast, Accurate, Linear Approximation

This manuscript addresses the problem of optimizationbased Simultaneous Localization and Mapping (SLAM), which is of concern when a robot, traveling in an unknown environment, has to build a world model, exploiting sensor measurements. Although the optimization problem underlying SLAM is nonlinear and nonconvex, related work showed that it is possible to compute an accurate linear approximation...

Cascade and locally dissipative realizations of linear quantum systems for pure Gaussian state covariance assignment

This paper presents two realizations of linear quantum systems for covariance assignment corresponding to pure Gaussian states. The first one is called a cascade realization; given any covariance matrix corresponding to a pure Gaussian state, we can construct a cascaded quantum system generating that state. The second one is called a locally dissipative realization; given a covariance matrix co...

Building Special Linear System Realizations of Special Transfer Functions

Linear sjstem realization problems require the construction of a linear system realiization, or a quadruple of real matrices F,G, H, J, of a given real rational W ( s ) , so ithat W(s) = J + H'(sI F)-'G. When W(s) has certain properties, corresponding ;to symmetry, passivity, or losslwness, it is possible to select a realization that closely (but not necessarily exactly) reflects thesepropertie...