• DocumentCode
    856044
  • Title

    On stochastic model reduction

  • Author

    Jonckheere, Edmond A.

  • Author_Institution
    University of Southern California, Los Angeles, CA, USA
  • Volume
    32
  • Issue
    6
  • fYear
    1987
  • fDate
    6/1/1987 12:00:00 AM
  • Firstpage
    530
  • Lastpage
    531
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104652
  • Filename
    1104652
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=856044