Bilinear systems -- a new link to H₂-norms, relations to stochastic systems, and further properties

DOI10.1137/19M1304106zbMATH Open1467.93148arXiv1910.14427OpenAlexW3177758380MaRDI QIDQ5000633FDOQ5000633

Authors: Martin Redmann 

Publication date: 15 July 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: In this paper, we prove several new results that give new insights into bilinear systems. We discuss conditions for asymptotic stability using probabilistic arguments. Moreover, we provide a global characterization of reachability in bilinear systems based on a certain Gramian. Reachability energy estimates using the same Gramian have only been local so far. The main result of this paper, however, is a new link between the output error and the $mathcal{H}_2$-error of two bilinear systems. This result has several consequences in the field of model order reduction. It explains why $mathcal{H}_2$-optimal model order reduction leads to good approximations in terms of the output error. Moreover, output errors based on the $mathcal{H}_2$-norm can now be proved for balancing related model order reduction schemes in this paper. All these new results are based on a Gronwall lemma for matrix differential equations that is established here.

Full work available at URL: https://arxiv.org/abs/1910.14427

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zbMATH Keywords

asymptotic stabilityreachabilitybilinear systemsmodel order reductionstochastic systems\(\mathcal{H}_2\)-error bounds

Mathematics Subject Classification ID

Attainable sets, reachability (93B03) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03)

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Cited In (2)

• Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
• Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems

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