Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds

@article{Becker2019InfinitedimensionalBA,
  title={Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds},
  author={Simon Becker and Carsten Hartmann},
  journal={Mathematics of Control, Signals, and Systems},
  year={2019},
  volume={31},
  pages={1-37}
}
  • Simon Becker, Carsten Hartmann
  • Published in MCSS 2019
  • Mathematics, Computer Science
  • Along the ideas of Curtain and Glover (in: Bart, Gohberg, Kaashoek (eds) Operator theory and systems, Birkhäuser, Boston, 1986), we extend the balanced truncation method for (infinite-dimensional) linear systems to arbitrary-dimensional bilinear and stochastic systems. In particular, we apply Hilbert space techniques used in many-body quantum mechanics to establish new fully explicit error bounds for the truncated system and prove convergence results. The functional analytic setting allows us… CONTINUE READING

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