Title :
Reduced Order Stochastic Models
Author :
Sims, Craig S. ; Feliachi, Ali
Author_Institution :
Department of Electrical & Computer Engineering, West Virginia University, Morgantown, WV 26506-6101
Abstract :
This paper presents an approach to reduce the order of large-scale stochastic systems. The reduced-order model is obtained by considering only the stable modes through optimization of a steady-state error. Examples are given to illustrate the proposed method.
Keywords :
Computer errors; Iron; Large-scale systems; Reduced order systems; Riccati equations; State estimation; Steady-state; Stochastic processes; Stochastic systems; Vectors;
Conference_Titel :
American Control Conference, 1988
Conference_Location :
Atlanta, Ga, USA
