Model reduction of state space systems via an implicitly restarted Lanczos method.
E. J. GrimmeDanny C. SorensenPaul Van DoorenPublished in: Numer. Algorithms (1996)
Keyphrases
- mathematical model
- probabilistic model
- modeling method
- statistical model
- state space
- sensitivity analysis
- objective function
- theoretical analysis
- test data
- prior knowledge
- cost function
- model free
- monte carlo simulation
- regression analysis
- pairwise
- similarity measure
- reduction method
- reconstruction method
- evaluation method
- prediction model
- linear regression
- analytical model
- optimization method
- neural network
- reinforcement learning
- management system
- input data
- parameter estimation
- bp neural network
- significant improvement
- linear model
- em algorithm
- classification algorithm
- clustering method
- energy function
- tree structure
- closed form
- computational model
- prior information
- support vector machine
- covariance matrix
- search algorithm
- high order