Tensor Krylov methods for model reduction of the stochastic mean of a parametric dynamical system.

Karl Meerbergen Pieter Lietaert

Published in: ECC (2015)

Keyphrases

dynamical systems
probabilistic model
statistical models
stochastic model
dynamical behavior
probability distribution
dynamic programming
high order
simulation model
model free
discrete event
latent variable models
phase space
dynamical models