Balanced model reduction of partially observed langevin equations: An averaging principle

Mathematical and Computer Modelling of Dynamical Systems

Volumn 17, Issue 5, 2011, Pages 463-490

  Hartmann, Carsten ^a  

^a FREIE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Averaging principle; Balanced truncation; Model order reduction; Optimal prediction; Stochastic langevin equation

Indexed keywords

EID: 80052883821     PISSN: 13873954     EISSN: 17445051     Source Type: Journal    
DOI: 10.1080/13873954.2011.576517     Document Type: Article

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