Martin Redmann

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 30

Top Topics

Fractional Brownian Motion

Differential Equations

Complexity Reduction

Top Venues

Math. Control. Signals Syst.

Appl. Math. Comput.

Syst. Control. Lett.

Publications

Melina A. Freitag, J. M. Nicolaus, Martin Redmann
Nonintrusive model order reduction for stochastic differential equations. CoRR (2024)
Martin Redmann, Igor Pontes Duff
Model order reduction for bilinear systems with non-zero initial states - different approaches with error bounds. Int. J. Control 96 (6) (2023)
Tobias Damm, Martin Redmann
Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing. CoRR (2023)
Martin Redmann
Model reduction for stochastic systems with nonlinear drift. CoRR (2023)
Martin Redmann, Sebastian Riedel
Exact dimension reduction for rough differential equations. CoRR (2023)
Nahid Jamshidi, Martin Redmann
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion. CoRR (2023)
Tobias Damm, Martin Redmann
Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing. J. Frankl. Inst. 360 (18) (2023)
Martin Redmann, Nahid Jamshidi
Gramian-based model reduction for unstable stochastic systems. Math. Control. Signals Syst. 34 (4) (2022)
Martin Redmann, Igor Pontes Duff
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems. Appl. Math. Comput. 420 (2022)
Martin Redmann, Melina A. Freitag
Optimization based model order reduction for stochastic systems. Appl. Math. Comput. 398 (2021)
Martin Redmann
-norms, Relations to Stochastic Systems, and Further Properties. SIAM J. Control. Optim. 59 (4) (2021)
Martin Redmann, Igor Pontes Duff
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems. CoRR (2021)
Martin Redmann, Igor Pontes Duff
Model order reduction for bilinear systems with non-zero initial states - different approaches with error bounds. CoRR (2021)
Martin Redmann, Christian Bayer, Pawan Goyal
Low-Dimensional Approximations of High-Dimensional Asset Price Models. SIAM J. Financial Math. 12 (1) (2021)
Martin Redmann, Nahid Jamshidi
Gramian-based model reduction for unstable stochastic systems. CoRR (2021)
Martin Redmann
Correction to: A new type of singular perturbation approximation for stochastic bilinear systems. Math. Control. Signals Syst. 33 (3) (2021)
Martin Redmann, Sebastian Riedel
Runge-Kutta methods for rough differential equations. CoRR (2020)
Martin Redmann, Christian Bayer, Pawan Goyal
Low-dimensional approximations of high-dimensional asset price models. CoRR (2020)
Martin Redmann, Melina A. Freitag
Optimization based model order reduction for stochastic systems. CoRR (2020)
Martin Redmann
Energy estimates and model order reduction for stochastic bilinear systems. Int. J. Control 93 (8) (2020)
Martin Redmann
A new type of singular perturbation approximation for stochastic bilinear systems. Math. Control. Signals Syst. 32 (2) (2020)
Martin Redmann
An LT2-error bound for time-limited balanced truncation. Syst. Control. Lett. 136 (2020)
Pawan Goyal, Martin Redmann
Time-limited H2-optimal model order reduction. Appl. Math. Comput. 355 (2019)
Martin Redmann
The missing link between the output and the $\mathcal H_2$-norm of bilinear systems. CoRR (2019)
Simon Becker, Carsten Hartmann, Martin Redmann, Lorenz Richter
Feedback control theory & Model order reduction for stochastic equations. CoRR (2019)
Martin Redmann
-error bound for time-limited balanced truncation. CoRR (2019)
Martin Redmann
Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise. SIAM J. Control. Optim. 56 (3) (2018)
Martin Redmann, Patrick Kürschner
An output error bound for time-limited balanced truncation. Syst. Control. Lett. 121 (2018)
Martin Redmann
Type II Balanced Truncation for Deterministic Bilinear Control Systems. SIAM J. Control. Optim. 56 (4) (2018)
Martin Redmann, Peter Benner
An H2-type error bound for balancing-related model order reduction of linear systems with Lévy noise. Syst. Control. Lett. 105 (2017)