On Moment Matching for Stochastic Systems

DOI10.1109/TAC.2021.3050711OpenAlexW3119401774MaRDI QIDQ5034051

Giordano Scarciotti, Andrew R. Teel

Publication date: 24 February 2022

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

Full work available at URL: https://arxiv.org/abs/2105.01680

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (2)

Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing ⋮ Interconnection-based model order reduction -- a survey

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