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Published 20 hours ago • verified publisher icon pymor

MOR methods for LinearStochasticModels

Open pmli opened this issue 7 years ago • 0 comments

LinearStochasticModels are very similar in form to BilinearModels, so methods in #396 could be used here, except transfer functions are not defined for stochastic systems, which doesn't allow interpolation-based methods.

Here are references for balancing-type methods: [1] https://www.wias-berlin.de/people/redmann/MoRePas_Preprint.pdf [2] https://www.wias-berlin.de/people/redmann/btstoch.pdf

pmli avatar Oct 13 '17 23:10 pmli