Stochastic balancing and approximation-stability and minimality
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Stationary stochastic processes (60G10) Factor analysis and principal components; correspondence analysis (62H25) Stochastic approximation (62L20) Realizations from input-output data (93B15) Minimal systems representations (93B20) Model systems in control theory (93C99) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)
Recommendations
- scientific article; zbMATH DE number 3869139
- Deterministic balancing and stochastic model reduction
- A transformation approach to stochastic model reduction
- Balanced Approximation of Stochastic Systems
- Singular perturbation approximation of bounded real balanced and stochastically balanced transfer matrices
Cited in
(29)- Block-balancing of linear systems
- Implications of convergence rates in Sinkhorn balancing
- Closed-loop balanced realizations of LTI discrete-time systems
- Relative/multiplicative model reduction for unstable and non-minimum-phase systems
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series
- Passivity preserving model reduction via spectral factorization
- The generalised singular perturbation approximation for bounded real and positive real control systems
- Error bounds in the gap metric for dissipative balanced approximations
- Positive operators and stable truncation
- Balanced averaging of bilinear systems with applications to stochastic control
- State-space approach to approximation by phase matching
- Singular perturbation approximation of bounded real balanced and stochastically balanced transfer matrices
- A transformation approach to stochastic model reduction
- scientific article; zbMATH DE number 3849096 (Why is no real title available?)
- scientific article; zbMATH DE number 3869139 (Why is no real title available?)
- Relative-error bound for discrete balanced stochastic truncation
- Balanced Approximation of Stochastic Systems
- Positive real and bounded real balancing for model reduction of descriptor systems
- Spectral factor reduction by phase matching: the continuous-time single-input single-output case†
- On approximate recursive prediction of stationary stochastic processes
- Model order reduction for differential-algebraic equations: a survey
- Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
- A behavioral characterization of the positive real and bounded real characteristic values in balancing
- Multiplicative approximation of transfer functions with frequency weighting
- A general Hankel-norm approximation scheme for linear recursive filtering
- Linear time-variable systems: Stability of reduced models
- The rate of convergence of Sinkhorn balancing
- Bounded real and positive real balanced truncation using \(\Sigma \)-normalised coprime factors
- A unified least squares approach to identify and to reduce continuous asymptotically stable systems
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