Remarks on stochastic model reduction

DOI10.1109/TAC.1987.1104596zbMath0631.93070OpenAlexW2035822204MaRDI QIDQ3768788

Zhou, Kemin

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

error boundsoptimal Hankel norm approximationcontinuous-timebalanced approximationpower spectrum approximationstochastic system model reduction

Mathematics Subject Classification ID

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

Related Items (2)

Positive-real systems under lossless transformations: invariants and reduced order models ⋮ A general Hankel-norm approximation scheme for linear recursive filtering

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