A relative error bound for balanced stochastic truncation
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Publication:3809696
DOI10.1109/9.7255zbMath0659.93061OpenAlexW2025883191MaRDI QIDQ3809696
Publication date: 1988
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.7255
algebraic Riccati equationstochastic realizationbalanced stochastic truncationrelative error model reduction
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