DocumentCode
3076668
Title
Model reduction of stochastic systems
Author
Benmahammed, K.
Author_Institution
University of Minnesota Duluth, Duluth, MN
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1091
Lastpage
1093
Abstract
A method for reducing the order of a stochastic time invariant linear system (i.e., system with parameter-uncertainty), is presented. It relies on the singular value decomposition of the controllability Grammian to determine the aggregation matrix and the state feedback law to insure the stability of the model. With this model, the desired state variables or their linear combinations are reproduced. Thus, some of the internal structural properties of the system are preserved in the model. The results are illustrated by a numerical example.
Keywords
Argon; Chromium; Controllability; H infinity control; Matrix decomposition; Reduced order systems; Singular value decomposition; Stability; State feedback; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267547
Filename
4048936
Link To Document