Abstract

The Fornasini-Marchesini local state-space (LSS) model is used as the basis for a novel expression for the output-noise variance due to roundoff together with an I/sub 2/ scaling on the state variables. An optimal Fornasini-Marchesii LSS model structure is then synthesized that minimizes the output noise due to roundoff, subject to an l/sub 2/ scaling constraint. The synthesis utilizes a 2-D similarity transformation matrix that is not block-diagonal, but general. This requires solving only one optimization problem. Some constraints imposed on the Fornasini-Marchesini LSS model and the 2-D similarity transformation yield the results obtained with the Roesser LSS model. The proposed synthesis theory is therefore quite general and simple. An example is given to illustrate its utility.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

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