Linear-quadratic Gaussian balancing for model reduction of differential-algebraic systems

被引:16
作者
Moeckel, Jens [2 ]
Reis, Timo [1 ]
Stykel, Tatjana [3 ]
机构
[1] Univ Hamburg, Fachbereich Math, D-20146 Hamburg, Germany
[2] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany
[3] Univ Augsburg, Inst Math, D-86159 Augsburg, Germany
关键词
model reduction; descriptor systems; balanced truncation; generalised algebraic Riccati equations; gap metric; normalized coprime factorisation; GENERALIZED STATE-SPACE; RICCATI EQUATION; CONTROLLABILITY; OBSERVABILITY;
D O I
10.1080/00207179.2011.622791
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We generalise the model reduction method of linear-quadratic Gaussian balanced truncation to linear time-invariant systems governed by differential-algebraic equations. The presented method relies on the solution of generalised algebraic Riccati equations. A simple a priori error bound in the gap metric is given.
引用
收藏
页码:1627 / 1643
页数:17
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