BALANCED TRUNCATION FOR MODEL ORDER REDUCTION OF LINEAR DYNAMICAL SYSTEMS WITH QUADRATIC OUTPUTS

被引:10
|
作者
Pulch, Roland [1 ]
Narayan, Akil [2 ,3 ]
机构
[1] Univ Greifswald, Inst Math & Comp Sci, D-17489 Greifswald, Germany
[2] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
[3] Univ Utah, Sci Comp & Imaging SCI Inst, Salt Lake City, UT 84112 USA
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2019年 / 41卷 / 04期
关键词
linear dynamical system; quadratic-bilinear system; model order reduction; balanced truncation; Lyapunov equation; Hankel singular values; RATIONAL KRYLOV SUBSPACE; EQUATIONS;
D O I
10.1137/17M1148797
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible by the method of balanced truncation, but suffers from the large number of outputs in approximate methods. To ameliorate this shortcoming we derive an equivalent quadratic-bilinear system with a single linear output and analyze the properties of this system. We examine MOR for this system via the technique of balanced truncation, which requires a stabilization of the system. Therein, the solution of two quadratic Lyapunov equations is traced back to the solution of just two linear Lyapunov equations. We present numerical results for several test examples comparing the two MOR approaches.
引用
收藏
页码:A2270 / A2295
页数:26
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