A matrix rational Lanczos method for model reduction in large-scale first- and second-order dynamical systems.
H. BarkoukiAbdeslem Hafid BentbibKhalide JbilouPublished in: Numer. Linear Algebra Appl. (2017)
Keyphrases
- dynamical systems
- probabilistic model
- statistical model
- mathematical model
- high order
- cost function
- em algorithm
- objective function
- difference equations
- model selection
- expectation maximization
- markov chain
- dynamic programming
- covariance matrix
- bayesian framework
- stochastic model
- dynamical models
- machine learning
- control theory
- inference process