Title :
Multiplicative-error bound for balanced stochastic truncation model reduction
Author :
Wang, Weizheng ; Safonov, Michael G.
Author_Institution :
MathWorks Inc., Natick, MA, USA
fDate :
8/1/1992 12:00:00 AM
Abstract :
The multiplicative error for the balanced stochastic truncation model reduction method is discussed and an H∞ norm error bound is presented. The result, together with a previous result of the authors (Syst. Contr. Lett., vol.14, p.307-14, 1990), establishes that the same error bound applies to the relative error and the multiplicative error
Keywords :
control system synthesis; errors; optimal control; balanced stochastic truncation model reduction; multiplicative-error bound; relative error; Automatic control; Control systems; Error correction; Pathology; Power system modeling; Reduced order systems; Riccati equations; Robust control; Stochastic processes; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
