Padé-like reduction of stable discrete linear systems preserving their stability

  • A new stability preserving model reduction algorithm for discrete linear SISO-systems based on their impulse response is proposed. Similar to the Padé approximation, an equation system for the Markov parameters involving the Hankel matrix is considered, that here however is chosen to be of very high dimension. Although this equation system therefore in general cannot be solved exactly, it is proved that the approximate solution, computed via the Moore-Penrose inverse, gives rise to a stability preserving reduction scheme, a property that cannot be guaranteed for the Padé approach. Furthermore, the proposed algorithm is compared to another stability preserving reduction approach, namely the balanced truncation method, showing comparable performance of the reduced systems. The balanced truncation method however starts from a state space description of the systems and in general is expected to be more computational demanding.

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Metadaten
Verfasserangaben:S. Feldmann, P. Lang
URN (Permalink):urn:nbn:de:hbz:386-kluedo-13135
Schriftenreihe (Bandnummer):Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report) (48)
Dokumentart:Bericht
Sprache der Veröffentlichung:Englisch
Jahr der Fertigstellung:2003
Jahr der Veröffentlichung:2003
Veröffentlichende Institution:Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
Datum der Publikation (Server):10.02.2004
Freies Schlagwort / Tag:Discrete linear systems; Hankel matrix; Stein equation; model reduction; stability
Fachbereiche / Organisatorische Einheiten:Fraunhofer (ITWM)
DDC-Sachgruppen:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Lizenz (Deutsch):Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011

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