Balanced truncation of linear time-varying systems

Henrik Sandberg; Anders Rantzer

doi:10.1109/TAC.2003.822862

Balanced truncation of linear time-varying systems

Henrik Sandberg, Anders Rantzer

Institutionen för reglerteknik

Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

476 Nedladdningar (Pure)

Sammanfattning

In this paper balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case oftime-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.

Originalspråk	engelska
Sidor (från-till)	217-229
Tidskrift	IEEE Transactions on Automatic Control
Volym	49
Nummer	2
DOI	https://doi.org/10.1109/TAC.2003.822862
Status	Published - 2004

Ämnesklassifikation (UKÄ)

Reglerteknik

Tillgång till dokument

10.1109/TAC.2003.822862

01266776

Citera det här

@article{8218881af521492b8de5c267a09a9f51,

title = "Balanced truncation of linear time-varying systems",

abstract = "In this paper balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case oftime-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.",

keywords = "linear timevarying systems, Balanced truncation, error bound, model reduction",

author = "Henrik Sandberg and Anders Rantzer",

year = "2004",

doi = "10.1109/TAC.2003.822862",

language = "English",

volume = "49",

pages = "217--229",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "IEEE - Institute of Electrical and Electronics Engineers Inc.",

number = "2",

}

TY - JOUR

T1 - Balanced truncation of linear time-varying systems

AU - Sandberg, Henrik

AU - Rantzer, Anders

PY - 2004

Y1 - 2004

N2 - In this paper balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case oftime-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.

AB - In this paper balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case oftime-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.

KW - linear timevarying systems

KW - Balanced truncation

KW - error bound

KW - model reduction

U2 - 10.1109/TAC.2003.822862

DO - 10.1109/TAC.2003.822862

M3 - Article

SN - 0018-9286

VL - 49

SP - 217

EP - 229

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 2

ER -

Balanced truncation of linear time-varying systems

Sammanfattning

Ämnesklassifikation (UKÄ)

Tillgång till dokument

Fingeravtryck

Citera det här