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Balanced truncation model reduction for linear time-varying systems

机译:线性时变系统的平衡截断模型约简

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摘要

A practical procedure based on implicit time integration methods applied to the differential Lyapunov equations arising in the square root balanced truncation method is presented. The application of high-order time integrators results in indefinite right-hand sides of the algebraic Lyapunov equations that have to be solved within every time step. Therefore, classical methods exploiting the inherent low-rank structure often observed for practical applications end up in complex data and arithmetic. Avoiding the additional effort in treating complex quantities, a symmetric indefinite factorization of both the right-hand side and the solution of the differential Lyapunov equations is applied.
机译:提出了一种基于隐式时间积分方法的实用程序,该方法适用于平方根平衡截断法中产生的微分Lyapunov方程。高阶时间积分器的应用导致代数Lyapunov方程的不定右手边必须在每个时间步内求解。因此,利用在实际应用中经常观察到的利用固有的低秩结构的经典方法最终导致了复杂的数据和算术运算。为避免在处理复杂数量上花费额外的精力,对右侧和微分Lyapunov方程的解进行对称不定式分解。

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