DocumentCode
845831
Title
Stochastic balancing and approximation-stability and minimality
Author
Harshavardhana, P. ; Jonckheere, E.A. ; Silverman, L.M.
Author_Institution
University of Southern California, Los Angeles, CA, USA
Volume
29
Issue
8
fYear
1984
fDate
8/1/1984 12:00:00 AM
Firstpage
744
Lastpage
746
Abstract
A new method of stochastic model reduction has recently been introduced by Desai et al. [1], [2]. The stability of the reduced order model has not previously, been considered. In this paper, we show that the stability of the reduced order model follows directly from the results of Pernebo and Silverman [3]. It is also shown that the reduced order model is minimal, in the controllability/observability sense. The relevance of this notion of minimality to stochastic minimality is made clear.
Keywords
Asymptotic stability, linear systems; Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Controllability; Fasteners; Finite impulse response filter; Observability; Reduced order systems; Riccati equations; Stability; Stochastic processes; Technological innovation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1984.1103631
Filename
1103631
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