scientific article; zbMATH DE number 3849096

MaRDI QIDQ3318648zbMATH OpenFDO

Authors Uday B. Desai

Publication date 1984

zbMATH Keywords

balanced stochastic realizationcanonical decompositionHankel operatorModel reductionreduced-order Kalman-Bucy filters

Mathematics Subject Classification ID

Representation theory of linear operators (47A67) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Canonical structure (93B10) Realizations from input-output data (93B15) Model systems in control theory (93C99) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)

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(6)

• Reduced-complexity LQR design using canonical correlation analysis
• Balanced stochastic realizations
• Model reduction by phase matching
• Silverman algorithm and the structure of discrete-time stochastic systems
• Direct solution to the general reduced-order stochastic observation problem
• Reduced-order models and controllers for continuous-time stochastic systems: an information theory approach

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