Approximate aggregation of a class of nonstationary linear stochastic systems

MaRDI QIDQ1914132zbMATH OpenFDO

Authors V. V. Dombrovskii

Publication date 6 June 1996

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

aggregation problemblock-triangularmodel reductionstochastic difference equation

Mathematics Subject Classification ID

System structure simplification (93B11) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Stochastic systems in control theory (general) (93E03)

Review text

Many real systems are described by linear stochastic models with a block-triangular dynamics matrix. The paper under review deals with the approximation of a high-order model by a model of lower order. The parameters of the approximate system are defined so that the variance of the error of approximation of the essential components is minimized, while the structure of the main subsystem and the desired part of the poles of the auxiliary subsystem are retained. A numerical example is given to illustrate the efficiency of the method.

Recommendations

• Approximate aggregation of linear stochastic systems
• Approximate aggregation of linear dynamic systems
• Consistent Approximations of Linear Stochastic Models
• On approximate stochastic realization
• Balanced Approximation of Stochastic Systems

Cited in

(2)

• Approximate aggregation of linear dynamic systems
• Approximate aggregation of linear stochastic systems

This page was built for publication: Approximate aggregation of a class of nonstationary linear stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1914132)