Generalized balanced stochastic truncation

Michael Green; Brian D.O. Anderson

Generalized balanced stochastic truncation

Michael Green^*, Brian D.O. Anderson

^*Corresponding author for this work

Research output: Contribution to journal › Conference article › peer-review

6 Citations (Scopus)

Abstract

A modification of the balanced stochastic truncation method for relative error model reduction is introduced. The method is shown to satisfy an infinity norm bound on the relative error between the full order and the reduced order models. The discrete time balanced stochastic truncation algorithm is at the heart of the new method, and a relative error bound for this algorithm is derived.

Original language	English
Pages (from-to)	476-481
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	2
Publication status	Published - 1990
Externally published	Yes
Event	Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) - Honolulu, HI, USA Duration: 5 Dec 1990 → 7 Dec 1990

Cite this

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title = "Generalized balanced stochastic truncation",

abstract = "A modification of the balanced stochastic truncation method for relative error model reduction is introduced. The method is shown to satisfy an infinity norm bound on the relative error between the full order and the reduced order models. The discrete time balanced stochastic truncation algorithm is at the heart of the new method, and a relative error bound for this algorithm is derived.",

author = "Michael Green and Anderson, {Brian D.O.}",

year = "1990",

language = "English",

volume = "2",

pages = "476--481",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6) ; Conference date: 05-12-1990 Through 07-12-1990",

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TY - JOUR

T1 - Generalized balanced stochastic truncation

AU - Green, Michael

AU - Anderson, Brian D.O.

PY - 1990

Y1 - 1990

N2 - A modification of the balanced stochastic truncation method for relative error model reduction is introduced. The method is shown to satisfy an infinity norm bound on the relative error between the full order and the reduced order models. The discrete time balanced stochastic truncation algorithm is at the heart of the new method, and a relative error bound for this algorithm is derived.

AB - A modification of the balanced stochastic truncation method for relative error model reduction is introduced. The method is shown to satisfy an infinity norm bound on the relative error between the full order and the reduced order models. The discrete time balanced stochastic truncation algorithm is at the heart of the new method, and a relative error bound for this algorithm is derived.

UR - http://www.scopus.com/inward/record.url?scp=0025551911&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0025551911

SN - 0191-2216

VL - 2

SP - 476

EP - 481

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - Proceedings of the 29th IEEE Conference on Decision and Control Part 6 (of 6)

Y2 - 5 December 1990 through 7 December 1990

ER -

Generalized balanced stochastic truncation

Abstract

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