Well-posedness of a model order reduction for singularly perturbed linear stochastic systems

DOI10.1002/OCA.4660080311MaRDI QIDQ3754522zbMATH OpenOpenAlexFDO

Authors Zoran Gajic

Publication date 1987

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.4660080311

zbMATH Keywords

stochastic controlstate estimationorder reductionwell-posed problemsingularly perturbed linear systems

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• Linear filtering of singularly perturbed systems
• Linear regulator design for stochastic systems by a multiple time-scales method
• Multimodel strategies under random disturbances and imperfect partial observations
• Near-optimum regulators for stochastic linear singularly perturbed systems
• Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†
• Singular perturbations and order reduction in control theory - an overview
• Stochastic control of linear sigularly perturbed systems

Cited in

(2)

• Model order reduction for (stochastic-) delay equations with error bounds
• Stability-preserving model order reduction for linear stochastic Galerkin systems

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