Data-driven balancing of linear dynamical systems
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Publication:5037546
DOI10.1137/21M1411081zbMATH Open1492.37076arXiv2104.01006OpenAlexW3142899349MaRDI QIDQ5037546FDOQ5037546
Authors: I. V. Gosea, Serkan Gugercin, Christopher Beattie 
Publication date: 1 March 2022
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: We present a novel reformulation of balanced truncation, a classical model reduction method. The principal innovation that we introduce comes through the use of system response data that has been either measured or computed, without reference to any prescribed realization of the original model. Data are represented by sampled values of the transfer function {or the impulse response} corresponding to the original model. We discuss parallels that our approach bears with the Loewner framework, another popular data-driven model reduction method. We illustrate our approach numerically in both continuous-time and discrete-time cases.
Full work available at URL: https://arxiv.org/abs/2104.01006
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impulse responsesnumerical quadraturebalanced truncationtransfer functionsGramiansdata-driven modeling
Numerical integration (65D30) Large-scale systems (93A15) Approximation methods and numerical treatment of dynamical systems (37M99) Approximation by rational functions (41A20) Realizations from input-output data (93B15)
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Cited In (8)
- On the sample complexity of stabilizing linear dynamical systems from data
- Data-driven modeling of linear dynamical systems with quadratic output in the AAA framework
- Data-driven structured realization
- Data-Driven and Low-Rank Implementations of Balanced Singular Perturbation Approximation
- Identification and data-driven model reduction of state-space representations of lossless and dissipative systems from noise-free data
- Model reduction of linear dynamical systems via balancing for Bayesian inference
- Time-limited balanced truncation for data assimilation problems
- Data-driven simulation and control
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