1990
DOI: 10.1137/0611003
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Balanced Approximation of Stochastic Systems

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Cited by 61 publications
(28 citation statements)
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“…The problem can be tackled by using information-theoretic or minimum description length criteria [20,21]. Following [22], we automate the selection by looking at the normalized energy encoded in the singular values of Σ and Σ v , and choose n(s) and k(s) so that we retain a given percentage of energy.…”
Section: Methodsmentioning
confidence: 99%
“…The problem can be tackled by using information-theoretic or minimum description length criteria [20,21]. Following [22], we automate the selection by looking at the normalized energy encoded in the singular values of Σ and Σ v , and choose n(s) and k(s) so that we retain a given percentage of energy.…”
Section: Methodsmentioning
confidence: 99%
“…In practice, this needs to be inferred from the data. Following Arun and Kung (1990), we propose to determine the model order empirically from the singular values σ 1 , σ 2 , . .…”
Section: Closed-form Solutionmentioning
confidence: 99%
“…Following the methodology for identifying balanced stochastic systems in [3] we can use the tools described in this section to identify generalizations to the dynamic texture models originally presented in [23]. Such generalizations are appropriate for video data that exhibits nonlinear behavior or mode switching which can be modeled by a piecewise affine [61] dynamic texture.…”
Section: Extensions To Dynamic Texture Modelsmentioning
confidence: 99%