Finite horizon model reduction of a class of neutrally stable systems with applications to texture synthesis and recognition

@article{Sznaier2004FiniteHM,
  title={Finite horizon model reduction of a class of neutrally stable systems with applications to texture synthesis and recognition},
  author={Mario Sznaier and Octavia Camps and Cecilia Mazzaro},
  journal={2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)},
  year={2004},
  volume={3},
  pages={3068-3073 Vol.3}
}
In this paper we address the problem of finite-horizon model reduction for a class of neutrally stable discrete-time systems. The main result of the paper shows that this problem can be solved by considering suitable defined Hankel operators and Grammians, leading to an algorithm similar to the well known balanced truncation. However, in this case the structure of the problem can be exploited to obtain tighter truncation error bounds. These results are illustrated with a non-trivial practical… CONTINUE READING
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