Balanced Approximation of Stochastic Systems (Q3476736)

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scientific article; zbMATH DE number 4145819
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    Balanced Approximation of Stochastic Systems
    scientific article; zbMATH DE number 4145819

      Statements

      Balanced Approximation of Stochastic Systems (English)
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      1990
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      canonical correlations
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      mutual information
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      predictive efficiency
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      system approximation
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      Balanced model reduction
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      model reduction algorithm
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      principal Hankel components algorithm
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      principal components
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      stochastic realization methods
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      singular value decomposition
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