• 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