Balanced truncation (bi-linear)

powerful technique to reduce the state-space dimension of a dynamical system with bi-linear input equation

computational task

MaRDI QIDQ6684552FDOCommunityMathModDB

Description

In the case of a bi-linear control system, are there any known error bounds when truncating states???

Contained entities

balancing transformation	$T^{-1}{W}_c{\left(T^{-1}\right)}^{\ast }=T^{\ast }{W}_{o}T=\left(\begin{array}{ccc}{\sigma }_1& & 0\\ & \ddots & \\ 0& & {\sigma }_n\end{array}\right)=\mathrm{\Sigma }$
	$T$ represents MOR transformation matrix
	$W_c$ represents controllability Gramian
	$W_o$ represents observability Gramian
	$\sigma$ represents Hankel singular value
control system matrix N		input
control system matrix C		input
control system matrix B		input
initial control state (reduced)	$\tilde{x}(t=0)\equiv {\tilde{x}}_0$	input
	$\tilde{x}$ represents control system state (reduced)
	$t$ represents time
	${\tilde{x}}_0$ represents initial control state (reduced)
control system matrix B (reduced)	$\tilde{B}\equiv T^{-1}BT$	output
	$B$ represents control system matrix B
	$T$ represents MOR transformation matrix
	$\tilde{B}$ represents control system matrix B (reduced)
control system matrix A (reduced)	$\tilde{A}\equiv T^{-1}AT$	output
	$A$ represents control system matrix A
	$T$ represents MOR transformation matrix
	$\tilde{A}$ represents control system matrix A (reduced)
control system matrix C (reduced)	$\tilde{C}\equiv CT$	output
	$C$ represents control system matrix C
	$T$ represents MOR transformation matrix
	$\tilde{C}$ represents control system matrix C (reduced)
control system matrix N (reduced)	$\tilde{N}\equiv T^{-1}NT$	output
	$N$ represents control system matrix N
	$T$ represents MOR transformation matrix
	$\tilde{N}$ represents control system matrix N (reduced)
control system matrix A		input
control system output quadratic	$y(t)=x^{†}(t)Dx(t)$
	$D$ represents control system matrix D
	$t$ represents time
	$x$ represents control system state
	$y$ represents control system output
control system input bilinear (reduced)	$\dot{\tilde{x}}(t)=(\tilde{A}+u(t)\tilde{N})\tilde{x}(t)+\tilde{B}u(t)$
	$\tilde{A}$ represents control system matrix A (reduced)
	$\tilde{B}$ represents control system matrix B (reduced)
	$\tilde{N}$ represents control system matrix N (reduced)
	$\tilde{x}$ represents control system state (reduced)
	$t$ represents time
	$u$ represents control system input
control system input bilinear	$\dot{x}(t)=(A+u(t)N)x(t)+Bu(t)$
	$A$ represents control system matrix A
	$B$ represents control system matrix B
	$N$ represents control system matrix N
	$t$ represents time
	$u$ represents control system input
	$x$ represents control system state
initial condition for control state	$x(t=0)=x_0$	initial condition
	$t$ represents time
	$x$ represents control system state
	$x_0$ represents initial value of control system
control system output linear (reduced)	$y(t)=\tilde{C}\tilde{x}(t)$
	$\tilde{C}$ represents control system matrix C (reduced)
	$\tilde{x}$ represents control system state (reduced)
	$t$ represents time
	$y$ represents control system output
Lyapunov generalized observability	$A^{\ast }{W}_o+W_{o}A+\sum _k{N}_k^{\ast }{W}_o{N}_k+C^{\ast }C=0$
	$A$ represents control system matrix A
	$C$ represents control system matrix C
	$N$ represents control system matrix N
	$W_c$ represents observability Gramian (generalized)
Lyapunov generalized controllability	$A{W}_c+W_c{A}^{\ast }+\sum _k{N}_k{W}_c{N}_k^{\ast }+B{B}^{\ast }=0$
	$A$ represents control system matrix A
	$B$ represents control system matrix B
	$N$ represents control system matrix N
	$W_c$ represents controllability Gramian (generalized)
control system output linear	$y(t)=Cx(t)$
	$C$ represents control system matrix C
	$t$ represents time
	$x$ represents control system state
	$y$ represents control system output
MOR transformation matrix		output

Specializations

balanced truncation (linear)

Further links

Item	Property
balanced truncation	specialized by
control system model (bilinear)	used by
Fokker Planck model	used by
model order reduction	specialized by
quantum model (open system)	used by

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