Model reduction for large-scale dynamical systems via equality constrained least squares

  • Authors:
  • Yu'e An;Chuanqing Gu

  • Affiliations:
  • Department of Mathematics, Shanghai University, Shanghai, 200444, China;Department of Mathematics, Shanghai University, Shanghai, 200444, China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

In this paper, we present a new method of model reduction for large-scale dynamical systems, which belongs to the SVD-Krylov based method category. It is a two-sided projection where one side reflects the Krylov part and the other side reflects the SVD (observability gramian) part. The reduced model matches the first r+i Markov parameters of the full order model, and the remaining ones approximate in a least squares sense without being explicitly computed, where r is the order of the reduced system, and i is a nonnegative integer such that 1@?i