IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v355y2019icp184-197.html
   My bibliography  Save this article

Time-limited H2-optimal model order reduction

Author

Listed:
  • Goyal, Pawan
  • Redmann, Martin

Abstract

In this paper, we investigate a time-limited H2-model order reduction method for linear dynamical systems. For this, we propose a time-limited H2-norm and show its connection with the time-limited Gramians. We then derive first-order conditions for optimality of reduced-order systems with respect to the time-limited H2-norm. Based on these optimality conditions, we propose an iterative correction scheme to construct reduced-order systems, which, upon convergence, nearly satisfy these conditions. Furthermore, a diagnostic measure is proposed for how close the obtained reduced-order system is to optimality. We test the efficiency of the proposed iterative scheme using various numerical examples and illustrate that the newly proposed iterative method can lead to a better reduced-order models compared to the unrestricted iterative rational Krylov subspace algorithm in a finite time interval of interest.

Suggested Citation

  • Goyal, Pawan & Redmann, Martin, 2019. "Time-limited H2-optimal model order reduction," Applied Mathematics and Computation, Elsevier, vol. 355(C), pages 184-197.
    • Handle: RePEc:eee:apmaco:v:355:y:2019:i:c:p:184-197
    DOI: 10.1016/j.amc.2019.02.065
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300319301754
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2019.02.065?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Yanpeng & Jiang, Yaolin & Yang, Ping, 2022. "Model order reduction of port-Hamiltonian systems with inhomogeneous initial conditions via approximate finite-time Gramians," Applied Mathematics and Computation, Elsevier, vol. 422(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:355:y:2019:i:c:p:184-197. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.