Singular perturbation approximation for linear systems with Lévy noise
DOI10.1142/S0219493718500338zbMATH Open1394.60047OpenAlexW2743905828MaRDI QIDQ4584284FDOQ4584284
Authors: Martin Redmann, P. Benner 
Publication date: 29 August 2018
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493718500338
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singular perturbation approximationLévy processesbalancing related model order reductionlinear controlled stochastic systems
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Model reduction in optics and electromagnetic theory (78M34)
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Cited In (11)
- Bilinear Systems---A New Link to $\mathcal H_2$-norms, Relations to Stochastic Systems, and Further Properties
- Approximation and model order reduction for second order systems with Levy-noise
- Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
- Asymptotic Properties of Input-Output Operators Norm Associated with Singularly Perturbed Systems with Multiplicative White Noise
- Model reduction of controlled Fokker-Planck and Liouville-von Neumann equations
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Disturbance observer-based output feedback control of hydraulic servo system considering mismatched uncertainties and internal pressure dynamics stability
- Energy estimates and model order reduction for stochastic bilinear systems
- A new type of singular perturbation approximation for stochastic bilinear systems
- Optimization based model order reduction for stochastic systems
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