Relative-error bound for discrete balanced stochastic truncation
- 1 September 1991
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 54 (3) , 593-612
- https://doi.org/10.1080/00207179108934178
Abstract
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 Lk error bound as continuous-time BST, although the discrete-time derivations are somewhat more complex.Keywords
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