Balanced stochastic realizations
From MaRDI portal
Publication:1101399
DOI10.1016/0024-3795(88)90166-8zbMath0642.93054OpenAlexW2071433326MaRDI QIDQ1101399
Publication date: 1988
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(88)90166-8
Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Transformations (93B17) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)
Related Items
Acausal models and balanced realizations of stationary processes, Relative/multiplicative model reduction for unstable and non-minimum-phase systems, On inner-outer factorization, Model Order Reduction for Differential-Algebraic Equations: A Survey, Modelling and Model Reduction–State-Space Truncation, Robust Control of a Distillation Column, Relative error-based time-limited \(\mathcal{H}_2\) model order reduction via oblique projection, A tighter relative-error bound for balanced stochastic truncation, Multiplicative approximation of transfer functions with frequency weighting, Positive-real systems under lossless transformations: invariants and reduced order models, A Survey of Model Reduction by Balanced Truncation and Some New Results, Model reduction via time-interval balanced stochastic truncation for linear time invariant systems, Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems, Relative-error bound for discrete balanced stochastic truncation, Passivity-preserving model reduction by analytic interpolation, Model reduction by phase matching, 2 Balancing-related model reduction methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- All-pass matrices, the positive real lemma, and unit canonical correlations between future and past
- Fast projection methods for minimal design problems in linear system theory
- Corrections to: Algebraic properties of minimal degree spectral factors
- State-space approach to approximation by phase matching
- A transformation approach to stochastic model reduction
- A Normal form for a Matrix under the Unitary Congruence Group
- All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†
- Spectral factor reduction by phase matching: the continuous-time single-input single-output case†
- Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor
- Singular Optimal Control: A Geometric Approach
- Order reduction of SISO nonminimum-phase stochastic systems
- State-space formulae for the factorization of all-pass matrix functions
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Model reduction via balanced state space representations
- Markovian Representation of Stochastic Processes by Canonical Variables
- Synthesis of minimum roundoff noise fixed point digital filters
