Abstract
In this note, we give a solution to the stochastic system model reduction problem in terms of the approximation of the output stochaslic process power spectrum by applying balanced realization or optimal Hankel norm approximation to the asymptotically stable and minimum phase spectral factor. We also give explicit bounds for the approximation error. The effectiveness of this method is compared to the one by Jonckheere and Helton.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
