On stochastic balancing related model reduction

  title={On stochastic balancing related model reduction},
  author={Andr{\'a}s Varga},
We propose a general method based on the balanced stochastic truncation (BST) approach for the model reduction of stable linear systems. The new method relies on a recent general inner-outer factorization result and extends the applicability of the BST method to systems with infinite zeros. A computational algorithm with enhanced accuracy for the new BST model reduction approach is presented. The capabilities and advantages of the new approach are illustrated on an example.