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Balanced truncation model reduction for linear time-varying systems

A practical procedure based on implicit time integration methods applied to the differential Lyapunov equations arising in the square root balanced truncation method is presented. The application of high order time integrators results in indefinite right-hand sides of the algebraic Lyapunov equations that have to be solved within every time step. Therefore, classical methods exploiting the inherent low-rank structure often observed for practical applications end up in complex data and arithmetic. Avoiding the additional effort treating complex quantities, a symmetric indefinite factorization of both the right-hand side and the solution of the differential Lyapunov equations is applied.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-qucosa-183870
Date05 November 2015
CreatorsLang, Norman, Saak, Jens, Stykel, Tatjana
ContributorsTU Chemnitz, Fakultät für Mathematik, MPI für Dynamik komplexer technischer Systeme,, Universität Magdeburg, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, text/plain, application/zip
Relationdcterms:isPartOf:Chemnitz Scientific Computing Preprints ; 15-05

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