We propose a general method based on the balanced stochastic truncation (BST) approach for the model reduction of stable linear systems. The new method relies on a recent general inner-outer factorization result and extends the applicability of the BST method to systems with infinite zeros. A computational algorithm with enhanced accuracy for the new BST model reduction approach is presented. The capabilities and advantages of the new approach are illustrated on an example.


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    Titel :

    On stochastic balancing related model reduction


    Beteiligte:
    Varga, Andras (Autor:in)

    Kongress:

    2000 ; Sydney (Australia)


    Erschienen in:

    Erscheinungsdatum :

    01.09.2000


    Medientyp :

    Aufsatz (Konferenz)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




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