Model order reduction of random parameter-dependent linear systems

Automatica ◽  
2015 ◽  
Vol 55 ◽  
pp. 95-107 ◽  
Author(s):  
Lyès Nechak ◽  
Henri-François Raynaud ◽  
Caroline Kulcsár
Keyword(s):  
Linear Systems ◽  
Model Order Reduction ◽  
Order Reduction ◽  
Random Parameter ◽  
Model Order ◽  
Parameter Dependent

Model order-reduction for discrete-time switched linear systems

2012 ◽  
Vol 43 (9) ◽  
pp. 1753-1763 ◽  
Author(s):  
Abderazik Birouche ◽  
Benjamin Mourllion ◽  
Michel Basset
Keyword(s):  
Linear Systems ◽  
Discrete Time ◽  
Model Order Reduction ◽  
Order Reduction ◽  
Model Order ◽  
Switched Linear Systems

Singular perturbation approximation for linear systems with Lévy noise

2018 ◽  
Vol 18 (04) ◽  
pp. 1850033 ◽  
Author(s):  
Martin Redmann ◽  
Peter Benner
Keyword(s):  
Singular Perturbation ◽  
Linear Systems ◽  
Model Order Reduction ◽  
Order Reduction ◽  
Reduction Technique ◽  
Lévy Noise ◽  
Model Order ◽  
Linear Evolution Equation ◽  
Levy Noise ◽  
Perturbation Approximation

To solve a stochastic linear evolution equation numerically, finite dimensional approximations are commonly used. For a good approximation, one might end up with a sequence of ordinary stochastic linear equations of high order. To reduce the high dimension for practical computations, we consider the singular perturbation approximation as a model order reduction technique in this paper. This approach is well-known from deterministic control theory and here we generalize it for controlled linear systems with Lévy noise. Additionally, we discuss properties of the reduced order model, provide an error bound, and give some examples to demonstrate the quality of this model order reduction technique.

Sign in / Sign up

Export Citation Format

Share Document