3 papers
math.OC2024
Minimal covariance realization and system identification algorithm for a class of stochastic linear switched systems with i.i.d. switching
Elie Rouphael, Manas Mejari, Mihaly Petreczky +1
In this paper, we consider stochastic realization theory of Linear Switched Systems (LSS) with i.i.d. switching. We characterize minimality of stochastic LSSs and show existence an…
math.OC2024
Towards stochastic realization theory for Generalized Linear Switched Systems with inputs: decomposition into stochastic and deterministic components and existence and uniqueness of innovation form
Elie Rouphael, Manas Mejari, Mihaly Petreczky +1
In this paper, we study a class of stochastic Generalized Linear Switched System (GLSS), which includes subclasses of jump-Markov, piecewide-linear and Linear Parameter-Varying (LP…
math.OC2022
On minimal LPV state-space representations in innovation form: an algebraic characterization
Elie Rouphael, Mihaly Petreczky, Lotfi Belkoura
In this paper we will propose a definition of the concept of minimal state-space representations in innovation form for LPV. We also present algebraic conditions for a stochastic L…