Stochastic model reduction via Hankel-approximation

DOI10.1080/00207178908953470zbMATH Open0686.93082OpenAlexW1992259221MaRDI QIDQ4205368FDOQ4205368

Authors: György Michaletzky 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00207178908953470

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zbMATH Keywords

McMillan degreeoptimal Hankel approximant

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• A transformation approach to stochastic model reduction
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor

Cited In (13)

• On approximate recursive prediction of stationary stochastic processes
• Model reduction by extended minimal degree optimal Hankel norm approximation
• A data-driven McMillan degree lower bound
• On stochastic model reduction
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Hankel-norm approximation approach to model reduction of large-scale Markov chains
• A Hankel matrix approach to stochastic model reduction
• Remarks on stochastic model reduction
• A realization approach to stochastic model reduction
• Model reduction method using variable-separation for stochastic saddle point problems
• Title not available (Why is that?)

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