On Moment Matching for Stochastic Systems

DOI10.1109/TAC.2021.3050711MaRDI QIDQ5034051zbMATH OpenOpenAlexFDO

Authors Giordano Scarciotti, Andrew Teel

Publication date 24 February 2022

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

Full work available at URL https://arxiv.org/abs/2105.01680

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(6)

• A coordinate-free approach to the method of moments in the theory of multidimensional stochastic systems
• Factorial moment espansion for stochastic systems
• Stochastic models based on moment matching
• scientific article; zbMATH DE number 3860113 (Why is no real title available?)
• Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
• Interconnection-based model order reduction -- a survey

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