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48
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CDC
2008
IEEE
157
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Control Systems
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CDC 2008
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Balancing of partially-observed stochastic differential equations
14 years 6 months ago
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biocomputing.mi.fu-berlin.de
Abstract— We study Balanced Truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and ...
Carsten Hartmann, Christof Schütte
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