Stochastic balancing and approximation-stability and minimality

DOI10.1109/TAC.1984.1103631zbMath0545.93016MaRDI QIDQ3337290

P. Harshavardhana, Edmond A. Jonckheere, Leonard M. Silverman

Publication date: 1984

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

zbMATH Keywords

model reductionstochastic balanced coordinates

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Stationary stochastic processes (60G10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Asymptotic stability in control theory (93D20) Minimal systems representations (93B20) Stochastic approximation (62L20) Stochastic stability in control theory (93E15) Realizations from input-output data (93B15) Model systems in control theory (93C99)

Related Items (17)

Closed-loop balanced realizations of LTI discrete-time systems ⋮ Block-balancing of linear systems ⋮ Relative/multiplicative model reduction for unstable and non-minimum-phase systems ⋮ Passivity preserving model reduction via spectral factorization ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ On approximate recursive prediction of stationary stochastic processes ⋮ Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ A behavioral characterization of the positive real and bounded real characteristic values in balancing ⋮ Error bounds in the gap metric for dissipative balanced approximations ⋮ Positive real and bounded real balancing for model reduction of descriptor systems ⋮ Multiplicative approximation of transfer functions with frequency weighting ⋮ State-space approach to approximation by phase matching ⋮ Bounded real and positive real balanced truncation using \(\Sigma \)-normalised coprime factors ⋮ Relative-error bound for discrete balanced stochastic truncation ⋮ A general Hankel-norm approximation scheme for linear recursive filtering ⋮ The generalised singular perturbation approximation for bounded real and positive real control systems ⋮ Spectral factor reduction by phase matching: the continuous-time single-input single-output case†

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