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A remark on ‘Model reduction for singular systems via covariance approximation’
Author(s) -
Xu Dabo,
Zhang Yi,
Zhang Qingling
Publication year - 2006
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.783
Subject(s) - reduction (mathematics) , covariance , mathematics , mathematical optimization , covariance matrix , order (exchange) , process (computing) , genetic algorithm , computer science , algorithm , statistics , economics , geometry , operating system , finance
This note comments on the results of the paper, ‘Model reduction for singular systems via covariance approximation’, ( Optim. Contr. Appl. Meth. 2004; 25 :263–278), which studied model reduction for singular system via covariance approximation. Although the proposed new error criterion reflects the capacity of the impulsive behaviour for singular systems, there exists shortcomings due to the fixed matrix B r in the process of optimization, which remarkably matters. In order to avoid this drawback, the model reduction problem is reformulated and a genetic algorithm is used to deal with the optimization problem. A numerical example is provided to show the effectiveness and improvement of the proposed algorithm. Copyright © 2006 John Wiley & Sons, Ltd.