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See the recommended documentation of this function

Scilab help >> CACSD > specfact

specfact

スペクトル分解

呼出し手順

[W0,L]=specfact(A,B,C,D)

説明

スペクトル密度行列 phi(s)を指定すると:

-1                   -1
R + C*(s*I-A) * B  +  B'*(-s*I-A') * C'  with R=D+D' > 0

specfact は, W(s)=W0+L*(s*I-A)^-1*BPHI(s) のスペクトル分解,すなわち,

phi(s)=W'(-s)*W(s)

  

となるような W0 および L を計算します.

A=diag([-1,-2]);B=[1;1];C=[1,1];D=1;s=poly(0,'s');
W1=syslin('c',A,B,C,D);
phi=gtild(W1,'c')+W1;
phis=clean(ss2tf(phi))
clean(phis-horner(phis,-s)');   //check this is 0...
[A,B,C,D]=abcd(W1);
[W0,L]=specfact(A,B,C,D);
W=syslin('c',A,B,L,W0)
Ws=ss2tf(W);
horner(Ws,-s)*Ws

参照

  • gtild — チルダ処理
  • sfact — 離散時間スペクトル分解
  • fspecg — 安定な因数分解
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Last updated:
Mon Oct 01 17:40:28 CEST 2012