Correlation bounds for discrete-time systems with banded dynamics
نویسندگان
چکیده
We consider the steady-state error covariance for a discrete-time system with banded dynamics. Such systems frequently arise from the spatial and temporal discretization of partial differential equations. In such systems, the magnitudes of the entries of the steady-state covariance matrix typically decrease as the distance from the diagonal increases. We obtain a bound on the entries of the covariance matrix beyond a given distance from the diagonal. © 2006 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Systems & Control Letters
دوره 56 شماره
صفحات -
تاریخ انتشار 2007