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Avtomatika i Telemekhanika, 1989, Issue 7, Pages 102–109 (Mi at6342)  
Stochastic Systems

On approximate aggregation of linear stochastic systems

V. V. Dombrovskii

Tomsk
Full-text PDF (937 kB)
Abstract: A method is proposed of aggregating linear stochastic systems whereby the state of the original system is obtained in an optimal, in a sense, way from the data on the state of its aggregated model. The aggregation matrix is chosen so that the eigen numbers in the dynamics matrix of the aggregated system are a specified subset of the eigen numbers dynamics matrix of the original system. The method is applicable to both discontinouos and continuous systems.

Received: 24.11.1987
Bibliographic databases:
Document Type: Article
UDC: 62-501.72
Language: Russian
Citation: V. V. Dombrovskii, “On approximate aggregation of linear stochastic systems”, Avtomat. i Telemekh., 1989, no. 7, 102–109; Autom. Remote Control, 50:7 (1989), 935–940
Citation in format AMSBIB
\Bibitem{Dom89}
\by V.~V.~Dombrovskii
\paper On approximate aggregation of linear stochastic systems
\jour Avtomat. i Telemekh.
\yr 1989
\issue 7
\pages 102--109
\mathnet{http://mi.mathnet.ru/at6342}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1017977}
\zmath{https://zbmath.org/?q=an:0714.93042}
\transl
\jour Autom. Remote Control
\yr 1989
\vol 50
\issue 7
\pages 935--940
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