Article ID Journal Published Year Pages File Type
6416066 Linear Algebra and its Applications 2016 14 Pages PDF
Abstract

We introduce a notion of balanced truncation for generalized Lyapunov operators and show that it preserves asymptotic stability. The proof relies on the theory of positive mappings and a result by Hans Schneider. Applications of our result can be found in model order reduction of stochastic linear systems.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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