Bao, Ronghao; Xu, Bohou Optimal truncation for random process in the prespecified coordinate. (Chinese. English summary) Zbl 0902.65101 Acta Autom. Sin. 23, No. 4, 439-445 (1997). Summary: An optimal method to truncate the components of a stable random output process in the prespecified coordinate is presented, which is based on the performance criterion for the output error. It is pointed out that this optimal truncation is also a minimal orthogonal projection of the truncated components. Several properties for such truncation are introduced. A numerical example is given in the end. MSC: 65C99 Probabilistic methods, stochastic differential equations 93B11 System structure simplification 93A99 General systems theory 93E03 Stochastic systems in control theory (general) 65K10 Numerical optimization and variational techniques Keywords:model reduction; random component; optimal truncation; random output process; minimal orthogonal projection; numerical example PDFBibTeX XMLCite \textit{R. Bao} and \textit{B. Xu}, Acta Autom. Sin. 23, No. 4, 439--445 (1997; Zbl 0902.65101)