Model Reduction of Uncertain Systems with Multiplicative Noise Based on Balancing

DOI10.1137/S0363012904443063MaRDI QIDQ3593005zbMATHDBLPWikidataFDO

Authors Liqian Zhang, Biao Huang, Tongwen Chen

Publication date 24 September 2007

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

discrete-time systemslinear matrix inequalitiesmultiplicative noisebalanced truncationmodel reductionuncertain systems

Mathematics Subject Classification ID

Special processes (60K99) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Approximation methods and numerical treatment of dynamical systems (37M99) Approximation with constraints (41A29) Random dynamical systems (37H99)

Recommendations

• Model reduction of multidimensional and uncertain systems
• Balanced-based model reduction of uncertain systems with interval parameters
• Deterministic balancing and stochastic model reduction
• Induced \(\mathfrak{L}_ 2\) norm model reduction of polytopic uncertain linear systems
• Model reduction with relative/multiplicative error bounds and relations to controller reduction

Cited in

(5)

• Balanced-based model reduction of uncertain systems with interval parameters
• Balanced truncation approach to model reduction of Markovian jump time-varying delay systems
• Computational singular perturbation analysis of stochastic chemical systems with stiffness
• Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
• Explicit integration of stiff stochastic differential equations via an efficient implementation of stochastic computational singular perturbation

This page was built for publication: Model Reduction of Uncertain Systems with Multiplicative Noise Based on Balancing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3593005)