• DocumentCode
    844854
  • Title

    A geometric approach to stochastic model reduction by canonical variables

  • Author

    Baram, Yoram

  • Author_Institution
    Technion-Israel Institute of Technology, Haifa, Israel
  • Volume
    29
  • Issue
    4
  • fYear
    1984
  • fDate
    4/1/1984 12:00:00 AM
  • Firstpage
    358
  • Lastpage
    359
  • Abstract
    The reduced-order representation of possibly nonstationary observations of Markovian processes with additive measurement noise is considered. A canonical variable model reduction scheme is derived in a geometric setting.
  • Keywords
    Linear systems, stochastic; Markov processes; Reduced-order systems, linear; Stochastic systems, linear; Additive noise; Linear systems; Matrix decomposition; Noise measurement; Noise reduction; Reduced order systems; Stochastic processes; Stochastic resonance; White noise; Writing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103533
  • Filename
    1103533
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=844854