RELATIVE-ERROR BOUND FOR DISCRETE BALANCED STOCHASTIC TRUNCATION

被引：7
|
作者：
WANG, WZ [1 ]
SAFONOV, MG [1 ]
机构：
[1] UNIV SO CALIF,DEPT ELECT ENGN SYST,LOS ANGELES,CA 90089
来源：
INTERNATIONAL JOURNAL OF CONTROL | 1991年 / 54卷 / 03期
关键词：
D O I：
10.1080/00207179108934178
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Fundamental differences between discrete-time balanced stochastic truncation (BST) and its continuous-time counterpart are shown to preclude a straightforward application of bilinear mappings for directly generalizing existing continuous-time error bounds. Nevertheless, discrete-time BST is shown to satisfy precisely the same L infinity error bound as continuous-time BST, although the discrete-time derivations are somewhat more complex.
引用
收藏
页码：593 / 612
页数：20
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