Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing

DOI10.1016/j.jfranklin.2023.11.018zbMath1530.93044arXiv2303.13460OpenAlexW4388571206MaRDI QIDQ6136509

Publication date: 17 January 2024

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.13460

Mathematics Subject Classification ID

System structure simplification (93B11) Stochastic systems in control theory (general) (93E03) PDEs with randomness, stochastic partial differential equations (35R60) Large-scale systems (93A15)

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