DETERMINISTIC BALANCING AND STOCHASTIC MODEL REDUCTION.
Document Type
Conference Proceeding
Date of Original Version
12-1-1984
Abstract
A recent approach to the deterministic model reduction problem is based on the notion of balancing. This notion has been extended to the stochastic case; however, there does not seem to be a direct relationship between these deterministic and stochastic balanced realizations. It is shown in this paper that there are two stochastic model reduction algorithms in the literature which result in a deterministically balanced model. These algorithms constitute the realization and transformation approaches to the same stochastic realization algorithm. Their equivalence with deterministic balancing provides a stochastic interpretation to the deterministic algorithm.
Citation/Publisher Attribution
Vaccaro, Richard J.. "DETERMINISTIC BALANCING AND STOCHASTIC MODEL REDUCTION.." (1984): 186-189. https://digitalcommons.uri.edu/ele_facpubs/1208