Balanced Truncation for Stochastic Linear Systems with Guaranteed Error Bound
نویسندگان
چکیده
We consider model order reduction of stochastic linear systems by balanced truncation. Two types of Gramians are suggested, both satisfying generalized Lyapunov equations. The first is motivated by energy functionals, the second is taylored to yield an error bound for the truncated system.
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تاریخ انتشار 2014