• 作者： 羅榮華
• 作者服務機構： 輔仁大學電子工程系
• 中文摘要： 本文描述一種新方法以實現隨機線性常?系統。這種新方法利用兩種陸恩博格氏典式以簡化計算。使用這種方法還可 以求得等?系統雜訊協方差，即可以求得有共同輸出協方差函數的所有系統雜訊協方差。文中並有?例?明這種新方法。
• 英文摘要： This paper describes a new algorithm for realizing stochastic linear constant systems from their output covariance functions. This algorithm makes use of two Luenberger's canonical forms. It is shown that the computational efforts required are considerably reduced and the set of equivalent system noise covariances, in the sense that they all lead to the same output covariance function, is explicitly described. Numerical examples are given to illustrate this realization algorithm.
• 中文關鍵字： --
• 英文關鍵字： --