Multiplicative-error bound for balanced stochastic truncation model reduction

The multiplicative error for the balanced stochastic truncation model reduction method is discussed and an H/sub infinity / norm error bound is presented. The result, together with a previous result of the authors (Syst. Contr. Lett., vol.14, p.307-14, 1990), establishes that the same error bound applies to the relative error and the multiplicative error.<
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