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Titel
Near-optimal frequency-weighted interpolatory model reduction / Tobias Breiten, Christopher Beattie, Serkan Gugercin
VerfasserBreiten, Tobias ; Beattie, Christopher ; Gugercin, Serkan
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, August 30, 2013
Umfang1 Online-Ressource (24 Seiten = 0,95 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 13-15
URNurn:nbn:de:gbv:3:2-64291 
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Near-optimal frequency-weighted interpolatory model reduction [0.95 mb]
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Abstract: This paper extends an interpolatory framework for weighted-H2 model reduction to MIMO dynamical systems. A new representation of the weighted-H2 inner product in MIMO settings is presented together with associated first-order necessary conditions for an optimal weighted-H2 reduced-order model. Equivalence of these conditions with necessary conditions given by Halevi is shown. An examination of realizations for equivalent weighted-H2 systems leads to an algorithm that remains tractable for large state-space dimension. Several numerical examples illustrate the effectiveness of this approach and its competitiveness with Frequency Weighted Balanced Truncation and Weighted Iterative Rational Krylov Algorithm.

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Abstract: This paper extends an interpolatory framework for weighted-H2 model reduction to MIMO dynamical systems. A new representation of the weighted-H2 inner product in MIMO settings is presented together with associated first-order necessary conditions for an optimal weighted-H2 reduced-order model. Equivalence of these conditions with necessary conditions given by Halevi is shown. An examination of realizations for equivalent weighted-H2 systems leads to an algorithm that remains tractable for large state-space dimension. Several numerical examples illustrate the effectiveness of this approach and its competitiveness with Frequency Weighted Balanced Truncation and Weighted Iterative Rational Krylov Algorithm.