DocumentCode
850469
Title
Deterministic balancing and stochastic model reduction
Author
Vaccaro, Richard J.
Author_Institution
University of Rhode Island, Kingston, RI, USA
Volume
30
Issue
9
fYear
1985
fDate
9/1/1985 12:00:00 AM
Firstpage
921
Lastpage
923
Abstract
A recent approach to the deterministic model reduction problem is based on the notion of balancing. However, the original development of deterministic balancing did not contain any statistical considerations with which to develop a stochastic model reduction algorithm. Nevertheless, it is shown in this note that there are two stochastic model reduction algorithms in the literature which result in a deterministically balanced model. Their equivalence with deterministic balancing provides a stochastic interpretation to the deterministic algorithm.
Keywords
Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Automatic control; Controllability; Equations; Independent component analysis; Linear systems; Observability; Reduced order systems; Singular value decomposition; Stochastic processes; Technological innovation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1985.1104087
Filename
1104087
Link To Document