화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.46, No.2, 331-336, 2001
Testing the rank of the Hankel covariance matrix: A statistical approach
The rank of the Hankel matrix, corresponding to a system transfer function, is equal to the order of its minimal state space realization. The computation of the rank of the Hankel matrix is complicated by the fact that its block elements are rarely given exactly but are estimated instead. In this note, we propose new statistical tests to determine the rank of the Hankel matrix. We also provide a Monte Carlo study on the reliability of these tests compared to existing procedures.