Martin Redmann

According to our database, Martin Redmann authored at least 26 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Dimension reduction for path signatures.

Christian Bayer, Martin Redmann

CoRR, 2024

Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion.

Martin Redmann

CoRR, 2024

Nonintrusive model order reduction for stochastic differential equations.

Melina A. Freitag, J. M. Nicolaus, Martin Redmann

CoRR, 2024

2023

Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing.

Tobias Damm, Martin Redmann

J. Frankl. Inst., December, 2023

Model order reduction for bilinear systems with non-zero initial states - different approaches with error bounds.

Martin Redmann, Igor Pontes Duff

Int. J. Control, June, 2023

(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion.

Nahid Jamshidi, Martin Redmann

CoRR, 2023

Exact dimension reduction for rough differential equations.

Martin Redmann, Sebastian Riedel

CoRR, 2023

Model reduction for stochastic systems with nonlinear drift.

Martin Redmann

CoRR, 2023

2022

Gramian-based model reduction for unstable stochastic systems.

Martin Redmann, Nahid Jamshidi

Math. Control. Signals Syst., 2022

Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems.

Martin Redmann, Igor Pontes Duff

Appl. Math. Comput., 2022

2021

Low-Dimensional Approximations of High-Dimensional Asset Price Models.

Martin Redmann, Christian Bayer, Pawan Goyal

SIAM J. Financial Math., 2021

Bilinear Systems - A New Link to H₂-norms, Relations to Stochastic Systems, and Further Properties.

Martin Redmann

SIAM J. Control. Optim., 2021

Correction to: A new type of singular perturbation approximation for stochastic bilinear systems.

Martin Redmann

Math. Control. Signals Syst., 2021

Optimization based model order reduction for stochastic systems.

Martin Redmann, Melina A. Freitag

Appl. Math. Comput., 2021

2020

An LT2-error bound for time-limited balanced truncation.

Martin Redmann

Syst. Control. Lett., 2020

A new type of singular perturbation approximation for stochastic bilinear systems.

Martin Redmann

Math. Control. Signals Syst., 2020

Energy estimates and model order reduction for stochastic bilinear systems.

Martin Redmann

Int. J. Control, 2020

Runge-Kutta methods for rough differential equations.

Martin Redmann, Sebastian Riedel

CoRR, 2020

2019

Feedback control theory & Model order reduction for stochastic equations.

Simon Becker, Carsten Hartmann, Martin Redmann, Lorenz Richter

CoRR, 2019

The missing link between the output and the $\mathcal H_2$-norm of bilinear systems.

Martin Redmann

CoRR, 2019

An L²_T-error bound for time-limited balanced truncation.

Martin Redmann

CoRR, 2019

Time-limited H2-optimal model order reduction.

Pawan Goyal, Martin Redmann

Appl. Math. Comput., 2019

2018

Type II Balanced Truncation for Deterministic Bilinear Control Systems.

Martin Redmann

SIAM J. Control. Optim., 2018

Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise.

Martin Redmann

SIAM J. Control. Optim., 2018

An output error bound for time-limited balanced truncation.

Martin Redmann, Patrick Kürschner

Syst. Control. Lett., 2018

2017

An H2-type error bound for balancing-related model order reduction of linear systems with Lévy noise.

Martin Redmann, Peter Benner

Syst. Control. Lett., 2017