• DocumentCode
    3054374
  • Title

    Stochastic balancing and approximation - Stability and minimality

  • Author

    Harshavardhana, P. ; Jonckheere, E.A. ; Silverman, L.M.

  • Author_Institution
    University of Southern California, Los Angeles, California
  • fYear
    1983
  • fDate
    - Dec. 1983
  • Firstpage
    1260
  • Lastpage
    1265
  • Abstract
    A new method of balancing, called stochastic balancing, has recently been introduced. This paper focuses on the stability aspects of the associated stochastic model reduction scheme. It is shown that in both the continuous-time and discrete-time cases the reduced order model is asymptotically stable and dissipative. Further, it is shown that in the continuous-time case the reduced order model is minimal.
  • Keywords
    Asymptotic stability; Estimation; Noise generators; Reduced order systems; Signal generators; Stochastic processes; Stochastic systems; System identification;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1983. The 22nd IEEE Conference on
  • Conference_Location
    San Antonio, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1983.269729
  • Filename
    4047760
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3054374