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  • Search: subject:"Padé approximations"
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Year of publication
Subject
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Padé approximations 2 Global Krylov subspace 1 Model-order reduction 1 Multiple points moment matching 1 Rational Krylov subspace 1 Toeplitz operators 1 Wiener-Hopf factorization 1 bond portfolio management 1 stochastic string 1
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Online availability
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Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
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Chu, Chia-Chi 1 Feng, Wu-Shiung 1 Kargin, Vladislav 1 Lai, Ming-Hong 1
Institution
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EconWPA 1
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Finance 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Model-order reductions for MIMO systems using global Krylov subspace methods
Chu, Chia-Chi; Lai, Ming-Hong; Feng, Wu-Shiung - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 4, pp. 1153-1164
This paper presents theoretical foundations of global Krylov subspace methods for model order reductions. This method is an extension of the standard Krylov subspace method for multiple-inputs multiple-outputs (MIMO) systems. By employing the congruence transformation with global Krylov...
Persistent link: https://www.econbiz.de/10010748734
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Portfolio Management for a Random Field of Bond Returns
Kargin, Vladislav - EconWPA - 2003
returns. It is shown how to approximate the bond return correlation function with Padé approximations and how to compute the …
Persistent link: https://www.econbiz.de/10005413122
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