Balanced model reduction of partially observed Langevin equations: an averaging principle
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Publication:5411559
DOI10.1080/13873954.2011.576517zbMath1302.82081OpenAlexW1986676597MaRDI QIDQ5411559
Publication date: 24 April 2014
Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10.1080/13873954.2011.576517
optimal predictionaveraging principlebalanced truncationmodel order reductionstochastic Langevin equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) System structure simplification (93B11) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic systems in control theory (general) (93E03)
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