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Original Articles

Stochastic model reduction via Hankel-approximation

Pages 1857-1861 | Received 11 Oct 1988, Published online: 16 May 2007

References

  • Desai , V. B. , and Pal , D. , 1984 , A transformation approach to stochastic model reduction. I.E.E.E. Transactions on Automatic Control , 29 , 1097 – 1100 .
  • Glover , K. , 1984 , All optimal Hankel-norm approximations of linear multivariate systems and their L∞error bounds. International Journal of Control , 39 , 1115 – 1193 .
  • Green , M. , and Anderson , B. D. O. , 1986 , The approximation of power spectra by phase matching. Proceedings of the 25th Conference on Decision and Control , Athens , Greece, pp. 1085 – 1090 .
  • Jonckheere , E. A. , and Helton , J. W. , 1985 , Power spectrum reduction by optimal Hankel-norm approximation of the phase of the outer spectral factor , I.E.E.E. Transactions on Automatic Control , 30 , 1192 – 1200 .
  • Opdenacker , P. , and Jonckheere , E. A. , 1986 , A state space approach to approximation by phase matching. Modelling, Identification and Robust Control , edited by C. I. Byrnes and A. Lindquist ( Stockholm : Elsevier Science Publ. ), pp. 349 – 362 .

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