Premium
Model reduction for robust control: A schur relative error method
Author(s) -
Safonov M. G.,
Chiang R. Y.
Publication year - 1988
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480020404
Subject(s) - realization (probability) , reduction (mathematics) , approximation error , mathematics , schur complement , model order reduction , truncation error , upper and lower bounds , truncation (statistics) , matrix (chemical analysis) , mathematical optimization , control theory (sociology) , algorithm , computer science , control (management) , mathematical analysis , eigenvalues and eigenvectors , statistics , physics , geometry , projection (relational algebra) , materials science , quantum mechanics , artificial intelligence , composite material
A numerically robust relative error method for state‐space model order reduction is described. Our algorithm is based on Desai's balanced stochastic truncation technique for which Green has obtained an L ∞ relative error bound. However, unlike previous methods, our Schur method completely circumvents the numerically delicate initial step of obtaining a minimal balanced stochastic realization of the power spectrum matrix G(s)G T (−s).