Relative-error bound for discrete balanced stochastic truncation

DOI10.1080/00207179108934178zbMath0728.93069OpenAlexW2134951015MaRDI QIDQ3352943

Michael G. Safonov, Weizheng Wang

Publication date: 1991

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179108934178

zbMATH Keywords

discrete-time balanced stochastic truncation

Mathematics Subject Classification ID

Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Probabilistic games; gambling (91A60)

Related Items (1)

Discrete model reduction preserving bounded realness

Cites Work

• A tighter relative-error bound for balanced stochastic truncation
• Balanced stochastic realizations
• Model reduction by phase matching
• A transformation approach to stochastic model reduction
• Stochastic balancing and approximation-stability and minimality
• Model reduction for robust control: A schur relative error method
• An improved error estimate for reduced-order models of discrete-time systems
• An error bound for a discrete reduced order model of a linear multivariable system
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Singular perturbation approximation of balanced systems

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