A trust-region method for H2 model reduction of bilinear systems on the Stiefel manifold

被引:14
作者
Yang, Ping [1 ]
Jiang, Yao-Lin [1 ,2 ]
Xu, Kang-Li [2 ]
机构
[1] Xinjiang Univ, Coll Math & Syst Sci, Urumqi 830046, Peoples R China
[2] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China
来源
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2019年 / 356卷 / 04期
关键词
Model reduction; Bilinear systems; Riemannian trust-region method; H-2-optimality; GENERAL ORTHOGONAL POLYNOMIALS; ORDER REDUCTION; GEOMETRY;
D O I
10.1016/j.jfranklin.2019.01.024
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper investigates the Riemannian trust-region method for H-2 model reduction of bilinear systems. The H-2 error norm is treated as a cost function on the Stiefel manifold such that the orthogonality constraint for the projection matrix is plainly satisfied. The property related to the Euclidean gradient is studied. Then, the inner product associated with the Riemannian Hessian is derived, which can simplify the expression of the trust-region subproblem. The trust-region method for H-2 model reduction is accordingly established and the convergence is further discussed. Finally, two numerical examples are employed to demonstrate the performance of the proposed method. (C) 2019 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码:2258 / 2273
页数:16
相关论文
共 31 条
[1]   Trust-region methods on Riemannian manifolds [J].
Absil, P-A. ;
Baker, C. G. ;
Gallivan, K. A. .
FOUNDATIONS OF COMPUTATIONAL MATHEMATICS, 2007, 7 (03) :303-330
[2]   A truncated-CG style method for symmetric generalized eigenvalue problems [J].
Absil, PA ;
Baker, CG ;
Gallivan, KA .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2006, 189 (1-2) :274-285
[3]   Riemannian geometry of Grassmann manifolds with a view on algorithmic computation [J].
Absil, PA ;
Mahony, R ;
Sepulchre, R .
ACTA APPLICANDAE MATHEMATICAE, 2004, 80 (02) :199-220
[4]  
Absil PA, 2008, OPTIMIZATION ALGORITHMS ON MATRIX MANIFOLDS, P1
[5]  
Al-Baiyat S. A., 1993, P 32 IEEE C DEC CONT
[6]   TRANSIENT APPROXIMATION OF A BILINEAR 2-AREA INTERCONNECTED POWER-SYSTEM [J].
ALBAIYAT, S ;
FARAG, AS ;
BETTAYEB, M .
ELECTRIC POWER SYSTEMS RESEARCH, 1993, 26 (01) :11-19
[7]   NEW MODEL-REDUCTION SCHEME FOR BILINEAR-SYSTEMS [J].
ALBAIYAT, SA ;
BETTAYEB, M ;
ALSAGGAF, UM .
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1994, 25 (10) :1631-1642
[8]  
[Anonymous], 1991, Applications to Bilinear Control
[9]   A projection method for model reduction of bilinear dynamical systems [J].
Bai, Zhaojun ;
Skoogh, Daniel .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2006, 415 (2-3) :406-425
[10]   An implicit trust-region method on Riemannian manifolds [J].
Baker, C. G. ;
Absil, P. -A. ;
Gallivan, K. A. .
IMA JOURNAL OF NUMERICAL ANALYSIS, 2008, 28 (04) :665-689