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

页码：593 / 612

页数：20

共 50 条

[41] A TRUNCATION ERROR REDUCING SCHEME FOR BALANCED FORECAST MODELS
SUNDSTROM, A
MONTHLY WEATHER REVIEW, 1969, 97 (02) : 150 - +
[42] 1-Pass Relative-Error Lp-Sampling with Applications
Monemizadeh, Morteza
Woodruff, David P.
PROCEEDINGS OF THE TWENTY-FIRST ANNUAL ACM-SIAM SYMPOSIUM ON DISCRETE ALGORITHMS, 2010, 135 : 1143 - +
[43] A Relative-Error Inertial-Relaxed Inexact Projective Splitting Algorithm
Alves, Maicon Marques
Geremia, Marina
Marcavillaca, Raul T.
JOURNAL OF CONVEX ANALYSIS, 2024, 31 (01) : 1 - 24
[44] Stochastic Robust Controller Reduction by Anisotropic Balanced Truncation
Tchaikovsky, Michael M.
Kurdyukov, Alexander P.
2009 IEEE CONTROL APPLICATIONS CCA & INTELLIGENT CONTROL (ISIC), VOLS 1-3, 2009, : 1772 - 1777
[45] Relative-error approximate versions of Douglas–Rachford splitting and special cases of the ADMM
Jonathan Eckstein
Wang Yao
Mathematical Programming, 2018, 170 : 417 - 444
[46] DDSketch: A Fast and Fully-Mergeable Quantile Sketch with Relative-Error Guarantees
Masson, Charles
Rim, Jee E.
Lee, Homin K.
PROCEEDINGS OF THE VLDB ENDOWMENT, 2019, 12 (12): : 2195 - 2205
[47] Truncation Error Bound for the Kravchenko-Kotelnikov Series
Budunova, K. A.
Kravchenko, V. F.
Pustovoit, V. I.
JOURNAL OF COMMUNICATIONS TECHNOLOGY AND ELECTRONICS, 2018, 63 (09) : 998 - 1004
[48] On gramians and balanced truncation of discrete-time bilinear systems
Zhang, LQ
Lam, J
Huang, B
Yang, GH
INTERNATIONAL JOURNAL OF CONTROL, 2003, 76 (04) : 414 - 427
[49] Balanced Truncation for Discrete Time Markov Jump Linear Systems
Kotsalis, Georgios
Rantzer, Anders
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 55 (11) : 2606 - 2611
[50] Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM
Eckstein, Jonathan
Yao, Wang
MATHEMATICAL PROGRAMMING, 2018, 170 (02) : 417 - 444

← 1 2 3 4 5 →