Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
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DOI: 10.1016/j.spa.2022.03.009
Abstract: We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero initial conditions.… read more here.
Keywords: error bounds; feedback controlled; bounds model; model reduction ... See more keywords