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Canonical correlation analysis is a statistical tool for investigating the presence of any patterns that simultaneously exist in two different data sets and compute the correlation between associated patterns. In this paper, dynamical systems for computing the canonical correlations and canonical variates between two data sets are derived. These systems are developed by optimizing constrained and...
This paper addresses the problem of normalized anisotropic optimal controller order reduction by means of anisotropic balanced truncation. This controller is the solution to the problem of normalized anisotropy-based stochastic Hinfin optimization. An example of application to flight control in a windshear is given.
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