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Balanced Approximation of Stochastic Systems
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    Balanced Approximation of Stochastic Systems (English)
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    1990
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    canonical correlations
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    mutual information
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    predictive efficiency
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    system approximation
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    Balanced model reduction
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    model reduction algorithm
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    principal Hankel components algorithm
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    principal components
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    stochastic realization methods
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    singular value decomposition
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