Model reduction by moment matching for linear time-invariant (LTI) models is a technique that has clear interpretation in the Laplace domain. In particular, multiple-input multiple-output (MIMO) LTI case, Krylov subspace methods aim at transfer-function matrix (and possibly its derivatives) of reduced-order model to full-order along so-called tangential directions desired interpolation points. ...

Rational Krylov is an extension of the Lanczos or Arnoldi eigenvalue algorithm where several shifts (matrix factorizations) are used in one run. It corresponds to multipoint moment matching in model reduction. A variant applicable to nonlinear eigenproblems is described.

In this paper, we present a RC-in RC-out model order reduction method which takes RC circuits and accurate reduced models which can be realized using passive RC elements. The reduced models are accurate up to 2nd order moment and hence are more accurate than the first order moment matching based algorithm [3], [4], [ 5 ] . The runtime and reduction ratios of our method are not dependent on the ...

Tracing of corresponding phenomena (matching) is necessary in many applications, like image sequence analysis, aerotriangulation and 3-D geometric information extraction from stereo pairs of images. An important industrial application is robot stereo vision. In digital images the correspondence problem can be approached by signal, feature or relational matching. Common, at the moment, is the si...

This paper studies the problem of interacting multiple model (IMM) estimation for jump Markov linear systems with unknown measurement noise covariance. The system state and the unknown covariance are jointly estimated in the framework of Bayesian estimation, where the unknown covariance is modeled as a random matrix according to an inverse-Wishart distribution. For the IMM estimation with rando...

We present results of AC and DC magnetic moment measurements on a Pb(50 nm)/Cu(10 nm) bilayer film with a triangular antidot lattice of spacing 866 nm and diameter 350 nm. The sharp peaking of matching anomalies in the AC and DC magnetization curves indicates a proximity coupling of the Pb and Cu layers, which is also supported by an asymmetric splitting of matching peaks in AC moment data. Thi...

Moment matching theorems for Krylov subspace based model reduction of higherorder linear dynamical systems are presented in the context of higher-order Krylov subspaces. We introduce the definition of a nth-order Krylov subspace Kn k ({Ai} n i=1;u) based on a sequence of n square matrices {Ai}i=1 and vector u. This subspace is a generalization of Krylov subspaces for higher-order systems, incor...

The optimal design of broadband switching systems depends on an understanding of the statistical nature of the broadband traffic. An important practical problem is characterization of the network traffic by fitting stochastic models to actual traffic measurements. This paper studies the problem of characterization of ATM cell traffic by maximum likelihood estimation of the commonly used Markov ...

In previous work [10], we presented a class of upper bounds on the log partition function of an arbitrary undirected graphical model based on solving a convex variational problem. Here we develop a class of local message-passing algorithms, which we call tree-reweighted belief propagation, for efficiently computing the value of these upper bounds, as well as the associated pseudomarginals. We a...

A systematic method for link/connection-wise end-to-end performance evaluation in queueing networks receiving heterogeneous Markov-modulated Poisson processes (H-MMPPs) is proposed. The method consists of (i) connection-wise nodal performance analysis; (ii) tagged departure process analysis; and (iii) moment matching. For the tagged departure process of an H-MMPPs/G/1 queue, we propose two deco...