Return to search

Covariance and Gramian matrices in control and systems theory

Covariance and Gramian matrices in control and systems theory and pattern recognition are studied in the context of reduction of dimensionality and hence complexity of large-scale systems. This is achieved by the removal of redundant or 'almost' redundant information contained in the covariance and Grarrdan matrices. The Karhunen-Loeve expansion (principal component analysis) and its extensions and the singular value decomposition of matrices provide the framework for the work presented in the thesis. The results given for linear dynamical systems are based on controllability and observability Gramians and some new developments in singular perturbational analysis are also presented.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:280627
Date January 1983
CreatorsFernando, Kurukulasuriya Vicenza
PublisherUniversity of Sheffield
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://etheses.whiterose.ac.uk/15154/

Page generated in 0.0017 seconds