Deterministic balancing and stochastic model reduction

DOI10.1109/TAC.1985.1104087MaRDI QIDQ3684008zbMATH OpenOpenAlexFDO

Authors Richard J. Vaccaro

Publication date 1985

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

Full work available at URL https://doi.org/10.1109/tac.1985.1104087

zbMATH Keywords

balancingdeterministic model reductionstochastic model reduction algorithms

Mathematics Subject Classification ID

Realizations from input-output data (93B15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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Cited in

(12)

• A transformation approach to stochastic model reduction
• scientific article; zbMATH DE number 3849096 (Why is no real title available?)
• Stochastic balancing and approximation-stability and minimality
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• Balanced Approximation of Stochastic Systems
• Model Reduction of Uncertain Systems with Multiplicative Noise Based on Balancing
• Multiplicative-error bound for balanced stochastic truncation model reduction
• Model Reduction by Generalized Differential Balancing
• Balanced model reduction of partially observed Langevin equations: an averaging principle
• Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
• A balancing method for reduced order modelling of unstable systems

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