Abstract:
In this paper we consider continuous-time stochastic linear control systems and propose model reduction techniques which are based on the notion of equivalence via stocha...Show MoreMetadata
Abstract:
In this paper we consider continuous-time stochastic linear control systems and propose model reduction techniques which are based on the notion of equivalence via stochastic bisimulation. Starting from our earlier work on equivalences given for discrete-time stochastic control systems we first extend the notion of stochastic bisimulation equivalence and the corresponding geometric conditions to the present framework. We then define the quotient linear systems induced by the equivalence notion and show that the obtained system is equivalent via stochastic bisimulation to the original one. We finally discuss model reduction to the system with minimal dimension in the state space.
Published in: 2016 IEEE 55th Conference on Decision and Control (CDC)
Date of Conference: 12-14 December 2016
Date Added to IEEE Xplore: 29 December 2016
ISBN Information: