Model Reduction based on Mixed <i>H₂ / H_∞</i> Balanced Realizations

mortality forecasting based on lee-carter model

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

Model reduction based on regional pole and covariance equivalent realizations

In this paper a novel model reduction problem is studied for linear continuous-time time-invariant stochastic systems. The purpose of this problem is to design the reduced-order model so that it has the same dominant pole region and steady-state output covariance as those of the original full-order model. The resulting reduced-order model can approximate the corresponding original full-order mo...

Educational Article:Gramians and Balanced Realizations and their Application in System Order Reduction

Educational Article:Gramians and Balanced Realizations and their Application in System Order Reduction

Remarks on Orthogonal Polynomials and Balanced Realizations

Given a proper antistable rational transfer function g, a balanced realization of g is constructed as a matrix representation of the abstract shift realization introduced by Fuhrmann (1976). The required basis is constructed as a union of sets of polynomials orthogonal with respect to weights given by the squares of the absolute values of minimal degree Schmidt vectors of the corresponding Hank...