A relative error bound for balanced stochastic truncation

DOI10.1109/9.7255zbMath0659.93061OpenAlexW2025883191MaRDI QIDQ3809696

Michael Green

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.7255

zbMATH Keywords

algebraic Riccati equationstochastic realizationbalanced stochastic truncationrelative error model reduction

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Related Items (21)

Multiplicative Hankel norm approximation of linear multivariable systems ⋮ Relative/multiplicative model reduction for unstable and non-minimum-phase systems ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ Balanced truncation approach to model reduction of Markovian jump time-varying delay systems ⋮ Modelling and Model Reduction–State-Space Truncation ⋮ Robust Control of a Distillation Column ⋮ A regularized phenomenological multiscale damage model ⋮ 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 ⋮ Solver-free reduced order homogenization for nonlinear periodic heterogeneous media ⋮ \(\mathcal{H}_2\) model order reduction: a relative error setting ⋮ A second-order reduced asymptotic homogenization approach for nonlinear periodic heterogeneous materials ⋮ Solver-free classical computational homogenization for nonlinear periodic heterogeneous media ⋮ Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations ⋮ 2 Balancing-related model reduction methods ⋮ A general Hankel-norm approximation scheme for linear recursive filtering ⋮ MORLAB—The Model Order Reduction LABoratory

This page was built for publication: A relative error bound for balanced stochastic truncation