Paper: A study of MBH-type realization algorithms

Authors:
Jan Staar
Affiliations:
Aspirant N.F.W.O., ESAT, Dep. Elektrotechniek, K. U. Leuven, Kardinaal Mercierlaan 94, B-3030 Heverlee, Belgium
Venue:
Automatica (Journal of IFAC)
Year:
1981

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Abstract

Realization algorithms, based on the reduction of a Markov-Block-Hankel (MBH) matrix, associated with the input/output description of a linear system, are considered as reduction algorithms on trivial realizations in block companion form. This approach allows for a very simple derivation of the basic solution, and for a geometrically transparent further development into various well-known algorithms (Ho and Kalman, 1965; Silverman, 1971; Rissanen, 1971), or algorithms introduced here. The relative quality of the (stable) orthonormal and (fast) pick-out procedures is compared, and within this class a new fast algorithm is described.