A Continuous-Time Extension Condition
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Dullerud, G. Smith, R.
IEEE Transactions on Automatic Control, 41:5, 1996 Download (full-text)
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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 Caratheodory extension theorem.
