• 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