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A geometric approach to stochastic model reduction by canonical variables |
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| Authors: | Baram Y. |
| Affiliation: | Technion-Israel Institute of Technology, Haifa, Israel; |
| Abstract: | The reduced-order representation of possibly nonstationary observations of Markovian processes with additive measurement noise is considered. A canonical variable model reduction scheme is derived in a geometric setting. |
| Keywords: | |