Time-limited H2-optimal model order reduction

Pawan Goyal and Martin Redmann

Applied Mathematics and Computation, 2019, vol. 355, issue C, 184-197

Abstract: In this paper, we investigate a time-limited H2-model order reduction method for linear dynamical systems. For this, we propose a time-limited H2-norm and show its connection with the time-limited Gramians. We then derive first-order conditions for optimality of reduced-order systems with respect to the time-limited H2-norm. Based on these optimality conditions, we propose an iterative correction scheme to construct reduced-order systems, which, upon convergence, nearly satisfy these conditions. Furthermore, a diagnostic measure is proposed for how close the obtained reduced-order system is to optimality. We test the efficiency of the proposed iterative scheme using various numerical examples and illustrate that the newly proposed iterative method can lead to a better reduced-order models compared to the unrestricted iterative rational Krylov subspace algorithm in a finite time interval of interest.

Keywords: Model order reduction; Linear systems; H2-optimality; Gramians; Sylvester equations (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:355:y:2019:i:c:p:184-197

DOI: 10.1016/j.amc.2019.02.065

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