A continuous-time extension condition

Geir Dullerud; Roy Smith

doi:10.1109/9.489215

A continuous-time extension condition

Geir Dullerud
, Roy Smith

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

This paper presents a continuous-time extension condition which has applications in the areas of identification and model validation of continuous-time systems. Consider two signals, specified on a finite interval. The result gives a necessary and sufficient condition for the existence of a contractive, causal, linear, time-invariant operator, mapping one signal to the other. This result is a continuous time analog of the classical Carathéodory extension theorem.

Original language	English (US)
Pages (from-to)	738-742
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	41
Issue number	5
DOIs	https://doi.org/10.1109/9.489215
State	Published - 1996
Externally published	Yes

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title = "A continuous-time extension condition",

abstract = "This paper presents a continuous-time extension condition which has applications in the areas of identification and model validation of continuous-time systems. Consider two signals, specified on a finite interval. The result gives a necessary and sufficient condition for the existence of a contractive, causal, linear, time-invariant operator, mapping one signal to the other. This result is a continuous time analog of the classical Carath{\'e}odory extension theorem.",

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AU - Smith, Roy

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AB - This paper presents a continuous-time extension condition which has applications in the areas of identification and model validation of continuous-time systems. Consider two signals, specified on a finite interval. The result gives a necessary and sufficient condition for the existence of a contractive, causal, linear, time-invariant operator, mapping one signal to the other. This result is a continuous time analog of the classical Carathéodory extension theorem.

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JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

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A continuous-time extension condition

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