Preprint No. MPIMD/14-11
Author(s): Peter Benner, Tobias Damm, Martin Redmann, Yolanda Rocio Rodriguez Cruz
Email: benner@mpi-magdeburg.mpg.de
Date: 2014-07-05
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.
BibTeX:
@TECHREPORT{MPIMD14-11,
author = {Peter Benner and Tobias Damm and Martin Redmann and Yolanda Rocio Rodriguez Cruz},
title = {Positive Operators and Stable Truncation},
number = {MPIMD/14-11},
month = jul,
year = 2014,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{http://www.mpi-magdeburg.mpg.de/preprints/}},
}