Title :
On stochastic model reduction
Author :
Jonckheere, Edmond A.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
6/1/1987 12:00:00 AM
Abstract :
In a recent paper by Zhou and Khargonekar [2], an example seemed to indicate that the stochastic model reduction procedure of Jonckheere and Helton [1] falls short of what could actually be achieved. In this note, we show that a variant of the algorithm of Jonckheere and Helton, already proposed in the original manuscript [1, Sect. IV.C], yields results competitive with those of Zhou and Khargonekar [2].
Keywords :
Phase estimation; Reduced-order systems; Spectral factorizations; Approximation algorithms; Frequency conversion; H infinity control; Kernel; Random processes; Reduced order systems; Stochastic processes; Technological innovation; Terminology; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104652