no code implementations • 16 Dec 2022 • Junyu Mao, Giordano Scarciotti
In this brief paper, we propose a time-domain data-driven method for model order reduction by two-sided moment matching for linear systems.
no code implementations • 5 May 2022 • Alberto Mellone, Giordano Scarciotti
For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the dynamics to a stochastic normal form.
no code implementations • 4 May 2021 • Giordano Scarciotti, Andrew R. Teel
In this paper we study the problem of model reduction by moment matching for stochastic systems.
no code implementations • 23 Apr 2021 • Alberto Mellone, Giordano Scarciotti
Drawing from the ideal solution, we formulate and solve approximate versions of the full-information and output-feedback problems, which do not yield perfect asymptotic tracking but can be solved in a realistic scenario.