Title :
Deterministic balancing and stochastic model reduction
Author :
Vaccaro, Richard J.
Author_Institution :
University of Rhode Island, Kingston, RI, USA
fDate :
9/1/1985 12:00:00 AM
Abstract :
A recent approach to the deterministic model reduction problem is based on the notion of balancing. However, the original development of deterministic balancing did not contain any statistical considerations with which to develop a stochastic model reduction algorithm. Nevertheless, it is shown in this note that there are two stochastic model reduction algorithms in the literature which result in a deterministically balanced model. Their equivalence with deterministic balancing provides a stochastic interpretation to the deterministic algorithm.
Keywords :
Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Automatic control; Controllability; Equations; Independent component analysis; Linear systems; Observability; Reduced order systems; Singular value decomposition; Stochastic processes; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1104087