Model reduction via time-interval balanced stochastic truncation for linear time invariant systems

DOI10.1080/00207721.2011.604741zbMath1307.93092OpenAlexW2078530117MaRDI QIDQ5172456

Hamid Reza Shaker, Maryamsadat Tahavori

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2011.604741

zbMATH Keywords

model reductioninner-outer factorisationstochastic balanced structuretime-domain reductiontime-interval balanced truncation

Mathematics Subject Classification ID

System structure simplification (93B11) Stochastic systems in control theory (general) (93E03)

Related Items

\(\mathcal H_\infty\) filtering for time-invariant continuous-discrete linear systems, On frequency- and time-limited \(\mathcal{H}_2\)-optimal model order reduction, Relative error-based time-limited \(\mathcal{H}_2\) model order reduction via oblique projection, Positive-real systems under lossless transformations: invariants and reduced order models, New integer-order approximations of discrete-time non-commensurate fractional-order systems using the cross Gramian, model reduction for continuous-time Markovian jump systems with incomplete statistics of mode information, On model reduction of K-power bilinear systems, Finite-time balanced truncation for linear systems via shifted Legendre polynomials, Time-interval model reduction of bilinear systems, Degree of controllability for linear unstable systems

Cites Work

• Unnamed Item
• Balanced stochastic realizations
• Computation of general inner-outer and spectral factorizations
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• Model reduction in limited time and frequency intervals
• A transformation approach to stochastic model reduction
• A note on stability in model reduction
• A relative error bound for balanced stochastic truncation
• A Schur method for balanced-truncation model reduction
• A new frequency-weighted balanced truncation method and an error bound
• A Survey of Model Reduction by Balanced Truncation and Some New Results