Redmann, MartinBenner, PeterMax-Planck-Institut für Dynamik Komplexer Technischer Systeme2025-05-292015https://epflicht.bibliothek.uni-halle.de/handle/123456789/3959870927205urn:nbn:de:gbv:3:2-648632484158Abstract: To solve a stochastic linear evolution equation numerically, finite dimensional approximations are commonly used. For a good approximation, one might end up with a sequence of ordinary stochastic linear equations of high order. To reduce the high dimension for practical computations, model order reduction is frequently used. Balanced truncation (BT) is a well-known technique from deterministic control theory and it was already extended for controlled linear systems with Levy noise. Recently, a new ansatz was investigated which provides an alternative way to generalize BT for stochastic systems. There, the question of the existence of an ℋ₂-error bound was asked which we answer in this paper.1 Online-Ressource (9 Seiten = 0,37 MB)enghttp://rightsstatements.org/vocab/InC/1.0/510Book