A tighter relative-error bound for balanced stochastic truncation

DOI10.1016/0167-6911(90)90051-UzbMath0699.93007OpenAlexW1595737742MaRDI QIDQ913710

Weizheng Wang, Michael G. Safonov

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90051-u

zbMATH Keywords

model reductionbalanced stochastic truncationrelative-error bound

Mathematics Subject Classification ID

Related Items (11)

Multiplicative Hankel norm approximation of linear multivariable systems ⋮ Relative/multiplicative model reduction for unstable and non-minimum-phase systems ⋮ Modelling and Model Reduction–State-Space Truncation ⋮ A behavioral characterization of the positive real and bounded real characteristic values in balancing ⋮ The relation of the CCA subspace method to a balanced reduction of an autoregressive model. ⋮ A covariance extension approach to identification of time series ⋮ Multiplicative approximation of transfer functions with frequency weighting ⋮ Bounded real and positive real balanced truncation using \(\Sigma \)-normalised coprime factors ⋮ Relative-error bound for discrete balanced stochastic truncation ⋮ Passivity-preserving model reduction by analytic interpolation ⋮ 2 Balancing-related model reduction methods

Uses Software

• Robust Control Toolbox

Cites Work

• Balanced stochastic realizations
• Model reduction by phase matching
• State-space approach to approximation by phase matching
• A transformation approach to stochastic model reduction
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Model reduction for robust control: A schur relative error method
• L ^∞ error bound for the phase matching approximation (the one-step-at-a-time Hankel norm model reduction version)
• A relative error bound for balanced stochastic truncation
• Principal component analysis in linear systems: Controllability, observability, and model reduction

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