balanced truncation

Community: MathModDB

computational task

Available identifiers

MaRDI QIDQ6684550 FDOQ6684550

powerful technique to reduce the state-space dimension of a dynamical system

Description

The basic principle is to identify a subspace of jointly easily controllable and observable states and then to restrict the dynamics to this subspace, hopefully without changing the overall response of the system too much. This approach is based on balancing the controllable and observable subspaces, and exploits the properties of the underlying dynamical system in that it uses the properties of the controllability and observability Gramians to identify suitable small parameters that are sent to 0 to yield a reduced-order system.

List of contained entities

Lyapunov equation	$AX+X{A}^H+Q=0$
	$X$ represents unknown matrix
balancing transformation	$T^{-1}{W}_c{\left(T^{-1}\right)}^{*}=T^{*}{W}_{o}T=\left(\begin{array}{ccc}{\sigma }_1& & 0\\ & \ddots & \\ 0& & {\sigma }_n\end{array}\right)=\Sigma$
	$T$ represents MOR transformation matrix
	$W_c$ represents controllability Gramian
	$W_o$ represents observability Gramian
	$\sigma$ represents Hankel singular value

Computational tasks specializing balanced truncation

balanced truncation (linear)

balanced truncation (bi-linear)

Described at:

Balanced Truncation Model Reduction for Large-Scale Systems in Descriptor Form

Dimension reduction by balanced truncation: Application to light-induced control of open quantum systems

Model reduction of controlled Fokker-Planck and Liouville-von Neumann equations

Further items linking to balanced truncation

Item	Property
control system	used by
model order reduction	specialized by

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