Remarks on stochastic model reduction

DOI10.1109/TAC.1987.1104596MaRDI QIDQ3768788zbMATH OpenOpenAlexFDO

Authors Kemin Zhou

Publication date 1987

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1987.1104596

zbMATH Keywords

balanced approximationcontinuous-timeerror boundsoptimal Hankel norm approximationpower spectrum approximationstochastic system model reduction

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Realizations from input-output data (93B15) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)

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(10)

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• Dimension reduction in stochastic modeling of coupled problems
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• Positive-real systems under lossless transformations: invariants and reduced order models
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