Balanced model reduction of bilinear systems with applications to positive systems.
Please always quote using this URN:urn:nbn:de:0296-matheon-7065
- We study balanced model reduction for stable bilinear systems in the limit of partly vanishing Hankel singular values. We show that the dynamics admit a splitting into fast and slow subspaces and prove an averaging principle for the slow dynamics. We illustrate our method with an example from stochastic control (density evolution of a dragged Brownian particle) and discuss issues of structure preservation and positivity.
Author: | Carsten Hartmann, Anastasia Zueva, Boris Schäfer-Bung |
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URN: | urn:nbn:de:0296-matheon-7065 |
Referee: | Volker Mehrmann |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2010/03/09 |
Release Date: | 2010/03/09 |
Institute: | Freie Universität Berlin |
Preprint Number: | 720 |