On stochastic model reduction

DOI10.1109/TAC.1987.1104652MaRDI QIDQ3818959zbMATH OpenFDO

Authors Edmond Jonckheere

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/TAC.1987.1104652

zbMATH Keywords

outer spectral factorphase matchingrandom processstochastic model reduction

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cited in

(10)

• Model reduction method using variable-separation for stochastic saddle point problems
• Nonconvex stochastic optimization for model reduction
• Stochastic model reduction: convergence and applications to climate equations
• A comparative study of two stochastic mode reduction methods
• Dimension reduction in stochastic modeling of coupled problems
• Deterministic balancing and stochastic model reduction
• A realization approach to stochastic model reduction
• A Hankel matrix approach to stochastic model reduction
• Remarks on stochastic model reduction
• Breaking the Kolmogorov Barrier with Nonlinear Model Reduction

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