A higher order approximate model of singularly perturbed systems with white noise (Q1082323)

A method to eliminate the fast modes in a singularly perturbed system driven by white noise is presented together with error analysis. An approximate model is derived by replacing the transfer functions of the fast elements with their truncated MacLaurin expansions. It is shown that if the slow elements have a sufficiently steep cut-off property as high- cut filters, the fast modes are perfectly removed from the approximate model, and the steeper the cut-off slopes, the more accurate the approximation.