Balanced stochastic realizations

DOI10.1016/0024-3795(88)90166-8zbMath0642.93054OpenAlexW2071433326MaRDI QIDQ1101399

B. George

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90166-8

zbMATH Keywords

decompositionmodel reductionbalancing

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Transformations (93B17) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items (17)

Acausal models and balanced realizations of stationary processes ⋮ Relative/multiplicative model reduction for unstable and non-minimum-phase systems ⋮ On inner-outer factorization ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ Modelling and Model Reduction–State-Space Truncation ⋮ Robust Control of a Distillation Column ⋮ Relative error-based time-limited \(\mathcal{H}_2\) model order reduction via oblique projection ⋮ A tighter relative-error bound for balanced stochastic truncation ⋮ Multiplicative approximation of transfer functions with frequency weighting ⋮ Positive-real systems under lossless transformations: invariants and reduced order models ⋮ A Survey of Model Reduction by Balanced Truncation and Some New Results ⋮ Model reduction via time-interval balanced stochastic truncation for linear time invariant systems ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Relative-error bound for discrete balanced stochastic truncation ⋮ Passivity-preserving model reduction by analytic interpolation ⋮ Model reduction by phase matching ⋮ 2 Balancing-related model reduction methods

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