Large scale linear systems are often composed of subsystems that interconnect to each other. Instead of reducing the entire system without taking into account its structure, it might make sense toâ€¦ (More)

In this paper, we address the problem of constructing a reduced order system of minimal McMillan degree that satisfies a set of tangential interpolation conditions with respect to the original systemâ€¦ (More)

We consider second-order linear time-invariant systems. The objective of this paper is to present a new method for constructing a reduced system by preserving the second-order structure of theâ€¦ (More)

with input u(t) âˆˆ Rm, state x(t) âˆˆ RN and output y(t) âˆˆ Rp. Without loss of generality, we can assume that the system is controllable and observable since otherwise we can always find a smallerâ€¦ (More)

Tasche (1999) introduces a capital allocation principle where the capital allocated to each risk unit can be expressed in terms of its contribution to the conditional tail expectation (CTE) of theâ€¦ (More)

In this chapter, the problem of constructing a reduced order system while preserving the second order structure of the original system is discussed. After a brief introduction on second order systemsâ€¦ (More)

The CreditRisk model is one of the industry standards for estimating the credit default risk for a portfolio of credit loans. The natural parameterization of this model requires the defaultâ€¦ (More)

In this paper, we focus our attention on linear time invariant continuous time linear systems with one input and one output (SISO LTI systems). We consider the problem of constructing a reduced orderâ€¦ (More)