Preprint No. MPIMD/13-17

Title: Balanced Truncation for Descriptor Systems with Many Terminals

Author(s): Peter Benner, André Schneider

Email: andre.schneider@mpi-magdeburg.mpg.de

Date: 2013-10-07

Abstract:

The model reduction method introduced in [Benner, P. and Schneider, A.; Balanced Truncation Model Order Reduction for LTI Systems with many Inputs or Outputs, in A. Edelmayer: Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems, 2010, ISBN/ISSN: 978-963-311-370-7] shows how to reduce linear time-invariant (LTI) continuous-time state space systems with either many inputs or many outputs using the well-known balanced truncation approach. We call this method balanced truncation for many terminals (BTMT). In this work we generalize BTMT to descriptor systems of the form

Eẋ(t) = Ax(t) + Bu(t),        A, E ∈ ℝn×n,B ∈ ℝn×m
y(t) = Cx(t) + Du(t),          C ∈ ℝp×n, D∈ ℝp×m,

where m ∈ 𝒪(n) and p ≪ n, or vice versa. We show how to obtain a reduced order model by solving one Lyapunov equation and using the Gauss-Kronrod quadrature to compute the needed projection matrices. In particular, we discuss the case when E is singular and show numerical results.

BibTeX:

@TECHREPORT{MPIMD13-17,
author = {Peter Benner and André Schneider},
title = {Balanced Truncation for Descriptor Systems with Many Terminals},
number = {MPIMD/13-17},
month = oct,
year = 2013,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{http://www.mpi-magdeburg.mpg.de/preprints/}},
}


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