H_\infty Model Reduction in the Stochastic Framework
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$H \infty$ Model Reduction in the Stochastic Framework
Recommendations
- \(H_{\infty }\) model reduction for discrete-time singular systems
- Optimal \(H_ \infty\) model reduction via linear matrix inequalities: continuous- and discrete-time cases
- Time-delay dependent \(H_\infty\) model reduction for uncertain stochastic systems: continuous-time case
- \(H_\infty\) model reduction for port-controlled Hamiltonian systems
- \(H_{\infty }\) model reduction of 2-D singular Roesser models
Cited in
(24)- Optimal \(H_ \infty\) model reduction via linear matrix inequalities: continuous- and discrete-time cases
- Generalized \(H_{\infty}\) model reduction for stable two-dimensional discrete systems
- Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions
- An augmented Lagrangian method for the optimal \(H_\infty\) model order reduction problem
- \(H_\infty\) model reduction for port-controlled Hamiltonian systems
- Asymptotic stability in probability and stabilization for a class of discrete-time stochastic systems
- Singular linear quadratic optimal control for singular stochastic discrete-time systems
- \(\mathcal {H} _{\infty}\) model reduction for continuous-time switched stochastic hybrid systems
- Non-linear stochastic optimal control of acceleration parametrically excited systems
- Internal positivity preserved model reduction
- Time-delay dependent \(H_\infty\) model reduction for uncertain stochastic systems: continuous-time case
- Optimal filtering for incompletely measured polynomial systems with multiplicative noise
- \(H_{\infty }\) model reduction of 2-D singular Roesser models
- model reduction for continuous-time Markovian jump systems with incomplete statistics of mode information
- Improved results on \(H_\infty\) model reduction for Markovian jump systems with partly known transition probabilities
- \(\mathcal H_\infty\) model reduction for discrete-time Markovian jump systems with deficient mode information
- Delay-dependent robust H_ filtering of the Takagi-Sugeno fuzzy stochastic systems
- \(H_{\infty }\) model reduction of Markovian jump linear systems
- A Hankel matrix approach to stochastic model reduction
- H ∞ model reduction for discrete-time Markov jump linear systems with partially known transition probabilities
- Input-output gain analysis for linear systems on cones
- Positivity-preserving \(H_\infty\) model reduction for positive systems
- Generalized \(\mathcal H_{2}\) model approximation for differential linear repetitive processes
- Model reduction of fuzzy logic systems
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