Stochastic Reduced Order Modeling of Deterministic Systems

A novel approach to reduced order modeling is given. "Artificial" noise is introduced to reflect uncertainties in the reduced model, and a performance measure is associated to validate the approach. Connections with LQG design are discussed.

[1]  Erik Verriest,et al.  Suboptimal LQG-design via balanced realizations , 1981, 1981 20th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.