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Model Reduction of Uncertain Systems with Multiplicative Noise Based on Balancing

✍ Scribed by Zhang, Liqian; Huang, Biao; Chen, Tongwen


Book ID
118205024
Publisher
Society for Industrial and Applied Mathematics
Year
2006
Tongue
English
Weight
218 KB
Volume
45
Category
Article
ISSN
0363-0129

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## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of second‐order weak schemes when applied to 2‐dimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEY‐VCH Verlag GmbH &