DocumentCode
1172190
Title
Multiplicative-error bound for balanced stochastic truncation model reduction
Author
Wang, Weizheng ; Safonov, Michael G.
Author_Institution
MathWorks Inc., Natick, MA, USA
Volume
37
Issue
8
fYear
1992
fDate
8/1/1992 12:00:00 AM
Firstpage
1265
Lastpage
1267
Abstract
The multiplicative error for the balanced stochastic truncation model reduction method is discussed and an H∞ norm error bound is presented. The result, together with a previous result of the authors (Syst. Contr. Lett., vol.14, p.307-14, 1990), establishes that the same error bound applies to the relative error and the multiplicative error
Keywords
control system synthesis; errors; optimal control; balanced stochastic truncation model reduction; multiplicative-error bound; relative error; Automatic control; Control systems; Error correction; Pathology; Power system modeling; Reduced order systems; Riccati equations; Robust control; Stochastic processes; Upper bound;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.151123
Filename
151123
Link To Document