Generalized Balanced Stochastic Truncation
نویسنده
چکیده
A modification of the Balanced Stoc1insiti.c Truncation method fqr relative error model reduction is introduced. The method is based on replac~ng the truncat~on step w ~ t h a generalized s~iigular pertmbat~on approxlmatlon. The new method is shown to satisfy an infinity norm bound on the relative error between the full order and the reduced order models. The discrete time balaiiced stochastic truncation algorithm is at the heart of the new method, and a relative error bound for this algorithm is derived.
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تاریخ انتشار 2006