L i b r a r y & I n f o r m a t i o n R e s o u r c e s
Dual Pairs of Generalized Lyapunov Inequalities and Balanced Truncation of Stochastic Linear Systems
| Author |
Benner,Peter (Author)
Damm,Tobias (Author) R. Rodriguez Cruz,Yolanda (Author) | Journal Title | IEEE Transactions on Automatic Control | Volume/ Issue | 2017/FEB V.62 N.2 | Physical Description | p 782 - 791 | Subject Area | Engineering | Abstract | We consider two approaches to balanced truncation of stochastic linear systems, which follow from different generalizations of the reachability Gramian of deterministic systems. Both preserve mean-square asymptotic stability, but only the second leads to a stochastic H?-type bound for the approximation error of the truncated system.... | View Full Abstract | Subject Headings | Automatic control | Call Number | 629.805 ITA | Location | Periodicals Hall 2nd floor - قاعة الدوريات - الطابق الثاني |
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