RELATIVE-ERROR BOUND FOR DISCRETE BALANCED STOCHASTIC TRUNCATION

被引:7
|
作者
WANG, WZ [1 ]
SAFONOV, MG [1 ]
机构
[1] UNIV SO CALIF,DEPT ELECT ENGN SYST,LOS ANGELES,CA 90089
关键词
D O I
10.1080/00207179108934178
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Fundamental differences between discrete-time balanced stochastic truncation (BST) and its continuous-time counterpart are shown to preclude a straightforward application of bilinear mappings for directly generalizing existing continuous-time error bounds. Nevertheless, discrete-time BST is shown to satisfy precisely the same L infinity error bound as continuous-time BST, although the discrete-time derivations are somewhat more complex.
引用
收藏
页码:593 / 612
页数:20
相关论文
共 50 条
  • [31] Incompressible Functions, Relative-Error Extractors, and the Power of Nondeterministic Reductions
    Benny Applebaum
    Sergei Artemenko
    Ronen Shaltiel
    Guang Yang
    computational complexity, 2016, 25 : 349 - 418
  • [32] Balanced truncation of nonlinear systems with error bounds
    Perev, Kamen
    APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE '12), 2012, 1497 : 26 - 36
  • [33] Diagonal balanced truncation of discrete delay systems
    Suh, YS
    AUTOMATICA, 1999, 35 (11) : 1855 - 1860
  • [34] Theknearest neighbors smoothing of the relative-error regression with functional regressor
    Almanjahie, Ibrahim M.
    Aissiri, Khlood A.
    Laksaci, Ali
    Chikr Elmezouar, Zouaoui
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (12) : 4196 - 4209
  • [35] Relative-error bounds for the LU decomposition via the GTH algorithm
    OCinneide, CA
    NUMERISCHE MATHEMATIK, 1996, 73 (04) : 507 - 519
  • [37] Functional local linear estimate for functional relative-error regression
    Chahad A.
    Ait-Hennani L.
    Laksaci A.
    Journal of Statistical Theory and Practice, 2017, 11 (4) : 771 - 789
  • [38] Relative-error prediction in nonparametric functional statistics: Theory and practice
    Demongeot, Jacques
    Hamie, Ali
    Laksaci, Ali
    Rachdi, Mustapha
    JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 146 : 261 - 268
  • [39] Subspace sampling and relative-error matrix approximation: Column-based methods
    Drineas, Petros
    Mahoney, Michael W.
    Muthukrishnan, S.
    APPROXIMATION, RANDOMIZATION AND COMBINATORIAL OPTIMIZATION: ALGORITHMS AND TECHNIQUES, 2006, 4110 : 316 - 326
  • [40] Truncation Error Bound for the Kravchenko–Kotelnikov Series
    K. A. Budunova
    V. F. Kravchenko
    V. I. Pustovoit
    Journal of Communications Technology and Electronics, 2018, 63 : 998 - 1004