Stochastic model reduction via Hankel-approximation

DOI10.1080/00207178908953470MaRDI QIDQ4205368zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

McMillan degreeoptimal Hankel approximant

Mathematics Subject Classification ID

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

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Cites work

• A transformation approach to stochastic model reduction
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• 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
• On stochastic model reduction
• A data-driven McMillan degree lower bound
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• 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
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• Model reduction method using variable-separation for stochastic saddle point problems
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