A new type of singular perturbation approximation for stochastic bilinear systems
From MaRDI portal
Publication:786046
DOI10.1007/s00498-020-00257-9zbMath1442.93026arXiv1903.11600OpenAlexW3029200679MaRDI QIDQ786046
Publication date: 12 August 2020
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.11600
Processes with independent increments; Lévy processes (60G51) Nonlinear systems in control theory (93C10) Time-scale analysis and singular perturbations in control/observation systems (93C70) System structure simplification (93B11) Stochastic systems in control theory (general) (93E03)
Related Items
Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds ⋮ Low-Dimensional Approximations of High-Dimensional Asset Price Models ⋮ Bilinear Systems---A New Link to $\mathcal H_2$-norms, Relations to Stochastic Systems, and Further Properties
Uses Software
Cites Work
- Unnamed Item
- Strong and weak approximation of semilinear stochastic evolution equations
- Balancing for nonlinear systems
- An averaging principle for stochastic dynamical systems with Lévy noise
- Model reduction for stochastic systems
- Bilinear control processes. With applications to engineering, ecology, and medicine
- Model reduction for control system design
- Approximation for semilinear stochastic evolution equations
- A concise course on stochastic partial differential equations
- Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
- Balanced Averaging of Bilinear Systems with Applications to Stochastic Control
- Dual Pairs of Generalized Lyapunov Inequalities and Balanced Truncation of Stochastic Linear Systems
- Lyapunov Equations, Energy Functionals, and Model Order Reduction of Bilinear and Stochastic Systems
- Stochastic Differential Equations in Infinite Dimensions
- Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
- Type II Balanced Truncation for Deterministic Bilinear Control Systems
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Singular perturbational model reduction of balanced systems
- Singular perturbation approximation of balanced systems
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
- Finite element and difference approximation of some linear stochastic partial differential equations
- Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise
- Singular perturbation approximation for linear systems with Lévy noise
- Energy estimates and model order reduction for stochastic bilinear systems
- Noise-Induced Phenomena in Slow-Fast Dynamical Systems
- Stochastic Partial Differential Equations with Levy Noise
- Approximation of Large-Scale Dynamical Systems
- Stochastic Equations in Infinite Dimensions