• DocumentCode
    843899
  • Title

    A transformation approach to stochastic model reduction

  • Author

    Desai, Uday B. ; Pal, Debajyoti

  • Author_Institution
    Washington State University, Pullman, WA, USA
  • Volume
    29
  • Issue
    12
  • fYear
    1984
  • fDate
    12/1/1984 12:00:00 AM
  • Firstpage
    1097
  • Lastpage
    1100
  • Abstract
    A new and direct approach to stochastic model reduction is developed. The order reduction algorithm is obtained by establishing an equivalence between canonical correlation analysis and solutions to algebraic Riccati equations. Also the concept of balanced stochastic realization (BSR) plays a fundamental role. Asymptotic stability of the reduced-order realization is established, and spectral domain interpretations for the BSR are given.
  • Keywords
    Algebraic Riccati equation (ARE); Correlations; Linear systems, stochastic; Reduced-order systems, linear; Riccati equations, algebraic; Stochastic systems, linear; Costs; Damping; Equations; Flexible structures; Particle measurements; Position measurement; Reduced order systems; Stochastic processes; Torque; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103438
  • Filename
    1103438
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=843899