Realization of linear dynamical systems

Realization theory for both time-invariant and time-variable linear systems is developed and its applicability to linear quadratic control and filtering is discussed. For time-invariant systems a review of canonical structure theory is given and various properties such as minimality and equivalence are characterized in terms of the Hankel matrix. Realization theory for such systems is then developed based on the Hankel matrix and a new computational algorithm is presented. For time-variable systems the emphasis is on obtaining physically meaningful realizations and several procedures which accomplish this are detailed. For "constant rank" systems, a generalization of the Hankel matrix approach is also presented.