Title :
A method for reducing the order of multivariable stochastic systems
Author :
Obinata, Goro ; Inooka, Hikaru
Author_Institution :
Tokohu University, Sendai, Japan
fDate :
8/1/1977 12:00:00 AM
Abstract :
This correspondence considers the problem of modeling a given linear time-invariant system by a reduced-order model. The method proposed here is based on the minimization of an equation error, which leads to a linear problem. An expression for a reduced-order model is given in the case when a random input is used.
Keywords :
Linear systems, stochastic continuous-time; Equations; Minimization methods; Reduced order systems; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101550
