Q-Markov covariance equivalent realizations in fixed and floating point computations

Abstract

This paper produces all linear state space models which match a prespecified set of input/output cross-correlation and output autocorrelation data, when the model is installed in a computational environment with specified bits assigned to the fixed-point or floating point simulation. With the assumed round-off noise model, these results allow the design of digital simulations or controller realizations with no error within the specified set of cross-correlation and autocorrelation data.