• DocumentCode
    848104
  • Title

    A Hankel matrix approach to stochastic model reduction

  • Author

    Bacon, Barton J. ; Frazho, Arthur E.

  • Author_Institution
    Purdue University, West Lafayette, IN, USA
  • Volume
    30
  • Issue
    11
  • fYear
    1985
  • fDate
    11/1/1985 12:00:00 AM
  • Firstpage
    1138
  • Lastpage
    1140
  • Abstract
    A procedure for stochastic model reduction is Presented utilizing the Hankel matrix results of Adamjan, Arov, and Krein in a way not previously exploited. It is shown thai the error variance of the resulting N th-order approximation is bounded from above by the N + 1 singular value of the system\´s Hankel matrix.
  • Keywords
    Hankel matrices; Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Boundary conditions; Computational efficiency; Couplings; Elbow; Iterative algorithms; Open loop systems; Optimal control; Reduced order systems; Stochastic processes; Weight control;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1103856
  • Filename
    1103856
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=848104