Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
Published version
Peer-reviewed
Repository URI
Repository DOI
Type
Article
Change log
Authors
Becker, S
Hartmann, C
Abstract
Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics to establish error bounds for the truncated system and prove convergence results. The functional analytic setting allows us to obtain mixed Hardy space error bounds for both finite-and infinite-dimensional systems, and it is then applied to the model reduction of stochastic evolution equations driven by Wiener noise.
Description
Keywords
Balanced truncation, Bilinear balanced truncation, Stochastic balanced truncation, Infinite-dimensional system theory
Journal Title
Mathematics of Control, Signals, and Systems
Conference Name
Journal ISSN
0932-4194
1435-568X
1435-568X
Volume Title
31
Publisher
Springer Science and Business Media LLC
Publisher DOI
Sponsorship
Engineering and Physical Sciences Research Council (EP/L016516/1)