Title :
A geometric approach to stochastic model reduction by canonical variables
Author_Institution :
Technion-Israel Institute of Technology, Haifa, Israel
fDate :
4/1/1984 12:00:00 AM
Abstract :
The reduced-order representation of possibly nonstationary observations of Markovian processes with additive measurement noise is considered. A canonical variable model reduction scheme is derived in a geometric setting.
Keywords :
Linear systems, stochastic; Markov processes; Reduced-order systems, linear; Stochastic systems, linear; Additive noise; Linear systems; Matrix decomposition; Noise measurement; Noise reduction; Reduced order systems; Stochastic processes; Stochastic resonance; White noise; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103533
