Balanced truncation model reduction with a priori error bounds for LTI systems with nonzero initial value
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Publication:2087477
DOI10.1016/J.CAM.2022.114708zbMATH Open1504.93049arXiv2006.02495OpenAlexW3033955973MaRDI QIDQ2087477FDOQ2087477
Authors: C. Schröder, Matthias Voigt 
Publication date: 21 October 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Abstract: In standard balanced truncation model order reduction, the initial condition is typically ignored in the reduction procedure and is assumed to be zero instead. However, such a reduced-order model may be a bad approximation to the full-order system, if the initial condition is not zero. In the literature there are several attempts for modified reduction methods at the price of having no error bound or only a posteriori error bounds which are often too expensive to evaluate. In this work we propose a new balancing procedure that is based on a shift transformation on the state. We first derive a joint projection reduced-order model in which the part of the system depending only on the input and the one depending only on the initial value are reduced at once and we prove an a priori error bound. With this result at hand, we derive a separate projection procedure in which the two parts are reduced separately. This gives the freedom to choose different reduction orders for the different subsystems. Moreover, we discuss how the reduced-order models can be constructed in practice. Since the error bounds are parameter-dependent we show how they can be optimized efficiently. We conclude this paper by comparing our results with the ones from the literature by a series of numerical experiments.
Full work available at URL: https://arxiv.org/abs/2006.02495
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Cited In (9)
- An output error bound for time-limited balanced truncation
- Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
- Error bound for non-zero initial condition using the singular perturbation approximation method
- Balanced truncation model reduction for systems with inhomogeneous initial conditions
- Model order reduction for the input-output behavior of a geothermal energy storage
- Multiplicative-error bound for balanced stochastic truncation model reduction
- An \(L_T^2\)-error bound for time-limited balanced truncation
- A dynamic mode decomposition based reduced-order model for parameterized time-dependent partial differential equations
- Continuous time LTI systems under lossless positive real transformations: open-loop balanced representation and truncated reduced-order models
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