Skip to main content

Model Reduction of Time-Varying Systems

  • Conference paper
Dimension Reduction of Large-Scale Systems

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 45))

Summary

This paper presents new recursive projection techniques to compute reduced order models of time-varying linear systems. The methods produce a low rank approximation of the Gramians or of the Hankel map of the system and are mainly based on matrix operations that can exploit sparsity of the model. We show the practical relevance of our results with a few benchmark examples.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Chahlaoui, Y.: Recursive low rank Hankel approximation and model reduction. Doctoral Thesis, Université catholique de Louvain, Louvain-la-Neuve (2003)

    Google Scholar 

  2. Chahlaoui, Y. and Van Dooren, P.: Estimating Gramians of large-scale time-varying systems. In: Proc. IFAC World Congress, Barcelona, Paper 2440 (2002)

    Google Scholar 

  3. Chahlaoui, Y. and Van Dooren, P.: Recursive Gramian and Hankel map approximation of large dynamical systems. In: CD-Rom Proceedings SIAM Applied Linear Algebra Conference, Williamsburg, Paper MS14-1 (2003)

    Google Scholar 

  4. Chahlaoui, Y. and Van Dooren, P.: Recursive low rank Hankel approximation and model reduction. In: CD-Rom Proceedings ECC 2003, Cambridge, Paper 553 (2003)

    Google Scholar 

  5. Dewilde, P. and van der Veen, A.-J.: Time-varying systems and computations. Kluwer Academic Publishers, Boston (1998)

    Google Scholar 

  6. Enns, D.: Model reduction with balanced realizations: An error bound and frequency weighted generalization. In: Proc. of the IEEE Conference on Decision and Control, San Diego, 127–132 (1981)

    Google Scholar 

  7. Gallivan, K., Vandendorpe, A. and Van Dooren, P.: Sylvester equations and projection-based model reduction. J. Comp. Appl. Math., 162, 213–229 (2003)

    Article  Google Scholar 

  8. Golub, G. and Van Loan, C.: Matrix Computations. Johns Hopkins University Press, Baltimore (1996)

    Google Scholar 

  9. Gugercin, S., Sorenson, D. and Antoulas, A.: A modified low-rank Smith method for large-scale Lyapunov equations. Numerical Algorithms, 32(1), 27–55 (2003)

    Article  MathSciNet  Google Scholar 

  10. Imae, J., Perkins, J.E. and Moore, J.B.: Toward time-varying balanced realization via Riccati equations. Math. Control Signals Systems, 5, 313–326 (1992)

    Article  MathSciNet  Google Scholar 

  11. Lall, S., and Beck, C.: Error-bounds for balanced model-reduction of linear time-varying systems. IEEE Trans. Automat. Control, 48(6), 946–956 (2003)

    Article  MathSciNet  Google Scholar 

  12. Meyer, R. and Burrus, C.: A unified analysis of multirate and periodically time-varying digital filters. IEEE Trans. Circ. Systems, 22, 162–168 (1975)

    Article  MathSciNet  Google Scholar 

  13. Moore, B.: Principal component analysis in linear systems: controllability, observability, and model reduction. IEEE Trans. Automat. Control, 26, 17–31 (1981)

    Article  MATH  MathSciNet  Google Scholar 

  14. Sandberg, H., and Rantzer, H.: Balanced model reduction of linear time-varying systems. In: Proc. IFAC02, 15th Triennial World Congress, Barcelona (2002)

    Google Scholar 

  15. Shokoohi, S., Silverman, L., and Van Dooren, P.: Linear time-variable systems: Balancing and model reduction. IEEE Trans. Automat. Control, 28, 810–822 (1983)

    Article  MathSciNet  Google Scholar 

  16. Tornero, J., Albertos, P., and Salt, J.: Periodic optimal control of multirate sampled data systems. In: Proc. PSYCO2001, IFAC Conf. Periodic Control Systems, Como, 199–204 (2001)

    Google Scholar 

  17. Verriest, E., and Kailath, T.: On generalized balanced realizations. IEEE Trans. Automat. Control, 28(8), 833–844 (1983)

    Article  MathSciNet  Google Scholar 

  18. Zhou, K., Doyle, J., and Glover, K.: Robust and optimal control. Prentice Hall, Upper Saddle River (1995)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Chahlaoui, Y., Van Dooren, P. (2005). Model Reduction of Time-Varying Systems. In: Benner, P., Sorensen, D.C., Mehrmann, V. (eds) Dimension Reduction of Large-Scale Systems. Lecture Notes in Computational Science and Engineering, vol 45. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-27909-1_5

Download citation

Publish with us

Policies and ethics