Stochastic model reduction via Hankel-approximation

DOI10.1080/00207178908953470zbMath0686.93082OpenAlexW1992259221MaRDI QIDQ4205368

György Michaletzky

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953470

zbMATH Keywords

McMillan degreeoptimal Hankel approximant

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cites Work

• A transformation approach to stochastic model reduction
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor

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