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Well‐posedness of a model order reduction for singularly perturbed linear stochastic systems
Author(s) -
Gajic Zoran
Publication year - 1987
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660080311
Subject(s) - reduction (mathematics) , linear system , singular perturbation , mathematics , model order reduction , order (exchange) , state (computer science) , control theory (sociology) , linear control systems , mathematical optimization , control (management) , computer science , mathematical analysis , algorithm , economics , projection (relational algebra) , geometry , finance , artificial intelligence
Abstract An order reduction problem for the state estimation of singularly perturbed linear systems is shown to be a well‐posed problem, whereas the corresponding order reduction control problem is ill‐posed. This observation plays an important role in the concept of multimodeling and in the slow—fast decomposition control problem for singularly perturbed linear stochastic systems.