Relative-error bound for discrete balanced stochastic truncation

DOI10.1080/00207179108934178MaRDI QIDQ3352943zbMATH OpenOpenAlexFDO

Authors Weizheng Wang, Michael G. Safonov

Publication date 1991

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

Full work available at URL https://doi.org/10.1080/00207179108934178

zbMATH Keywords

discrete-time balanced stochastic truncation

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55)

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Cites work

• A tighter relative-error bound for balanced stochastic truncation
• A transformation approach to stochastic model reduction
• An error bound for a discrete reduced order model of a linear multivariable system
• An improved error estimate for reduced-order models of discrete-time systems
• Balanced stochastic realizations
• Model reduction by phase matching
• Model reduction for robust control: A schur relative error method
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Singular perturbation approximation of balanced systems
• Stochastic balancing and approximation-stability and minimality

Cited in

(9)

• \(L_ 1\) impulse response error bound for balanced truncation
• Discrete model reduction preserving bounded realness
• Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
• A Lower Bound for the Balanced Truncation Error for MIMO Systems
• A relative error bound for balanced stochastic truncation
• Multiplicative-error bound for balanced stochastic truncation model reduction
• A posteriori error bounds for discrete balanced truncation
• Correlation bounds for discrete-time systems with banded dynamics
• A tighter relative-error bound for balanced stochastic truncation

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