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Balanced model reduction of partially observed Langevin equations: an averaging principle - MaRDI portal

Balanced model reduction of partially observed Langevin equations: an averaging principle (Q5411559)

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scientific article; zbMATH DE number 6287797
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Balanced model reduction of partially observed Langevin equations: an averaging principle
scientific article; zbMATH DE number 6287797

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    Balanced model reduction of partially observed Langevin equations: an averaging principle (English)
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    24 April 2014
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    stochastic Langevin equation
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    model order reduction
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    balanced truncation
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    averaging principle
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    optimal prediction
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