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CDC
2008
IEEE

Balancing of partially-observed stochastic differential equations

14 years 24 days ago
Balancing of partially-observed stochastic differential equations
Abstract— We study Balanced Truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and obervability for dissipative Hamiltonian systems with degenerate noise term, also known as Langevin equations. For partiallyobserved Langevin equations, we illustrate model reduction by balanced truncation with an example from molecular dynamics and discuss aspects of structure-preservation.
Carsten Hartmann, Christof Schütte
Added 29 May 2010
Updated 29 May 2010
Type Conference
Year 2008
Where CDC
Authors Carsten Hartmann, Christof Schütte
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