KL-Regelungstechnik-Seminar  /  12/04/2018

Model Order Reduction for Linear Stochastic Systems

Abstract:

We consider two approaches to balanced truncation of stochastic linear systems, which follow from different generalizations of the reachability Gramian of deterministic systems. Both preserve mean-square asymptotic stability, but only the second leads to a stochastic H∞-type bound for the approximation error of the truncated system.

The seminar »KL-Regelungstechnik« (Kaiserslautern – Control Theory and Control Engineering) is organized by our department as well as several research groups of the TU Kaiserslautern:

  • Technomathematics (Dep. of Mathematics)
  • Mechatronics in Mechenical and Automotive Engineering (Dep. of Mechanical and Process Engineering)
  • Automation Control (Dep. of Electrical and Computer Engineering)
  • Electromobility (Dep. of Electrical and Computer Engineering)

The seminar takes place at the ITWM every 1st Tuesday of a month (besides holidays and summer break). Aims are broadening of experiences and exchange of scientific views – also beyond the organizing groups.

Typical subjects of talks are:

  • ongoing or recently finished graduations and doctoral theses
  • current research and projects

The topics vary from mathematical methods to technical implementations. Usually, the talks present research results. However, some show open issues for brainstorming and inputs from the audience.

The seminar »KL-Regelungstechnik« (Kaiserslautern – Control Theory and Control Engineering) is organized by our department as well as several research groups of the TU Kaiserslautern:

  • Technomathematics (Dep. of Mathematics)
  • Mechatronics in Mechenical and Automotive Engineering (Dep. of Mechanical and Process Engineering)
  • Automation Control (Dep. of Electrical and Computer Engineering)
  • Electromobility (Dep. of Electrical and Computer Engineering)

The seminar takes place at the ITWM every 1st Tuesday of a month (besides holidays and summer break). Aims are broadening of experiences and exchange of scientific views – also beyond the organizing groups.

Typical subjects of talks are:

  • ongoing or recently finished graduations and doctoral theses
  • current research and projects

The topics vary from mathematical methods to technical implementations. Usually, the talks present research results. However, some show open issues for brainstorming and inputs from the audience.

The seminar »KL-Regelungstechnik« (Kaiserslautern – Control Theory and Control Engineering) is organized by our department as well as several research groups of the TU Kaiserslautern:

  • Technomathematics (Dep. of Mathematics)
  • Mechatronics in Mechenical and Automotive Engineering (Dep. of Mechanical and Process Engineering)
  • Automation Control (Dep. of Electrical and Computer Engineering)
  • Electromobility (Dep. of Electrical and Computer Engineering)

The seminar takes place at the ITWM every 1st Tuesday of a month (besides holidays and summer break). Aims are broadening of experiences and exchange of scientific views – also beyond the organizing groups.

Typical subjects of talks are:

  • ongoing or recently finished graduations and doctoral theses
  • current research and projects

The topics vary from mathematical methods to technical implementations. Usually, the talks present research results. However, some show open issues for brainstorming and inputs from the audience.