An Algebraic Approach to Regional Pole and Covariance Equivalent Realizations for Discrete-Time Systems
离散系统区域极点/协方差等价实现一种代数方法

In this paper, a new approach for model reduction for discrete time stochastic systems, which is called regional pole and covariance equivalent realization method, is presented. The major idea of the proposed approach is to construct the reduced order models which match both the specified regional pole and steady state covariance value. The resulting reduced order models will approximate the full order models in the two important aspects, i.e., transient and steady state performances. The existence of desired reduced order models is proved and the analytical expression of these models is also given. Finally, this paper provides an illustrative example.