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Balanced truncation model reduction for linear time-varying systems.
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- المؤلفون: Lang, N.1 (AUTHOR) ; Saak, J.1,2 (AUTHOR); Stykel, T.3 (AUTHOR)
- المصدر:
Mathematical & Computer Modelling of Dynamical Systems. Jul2016, Vol. 22 Issue 4, p267-281. 15p.
- الموضوع:
- معلومة اضافية
- نبذة مختصرة :
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. [ABSTRACT FROM AUTHOR]
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