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.
On stochastic balancing related model reduction
2000 ; Sydney (Australia)
2000-09-01
Conference paper
Electronic Resource
English
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