126,689 research outputs found
Towards time-limited H2-optimal model order reduction
In order to solve partial differential equations numerically and
accurately, a high order spatial discretization is usually needed. Model
order reduction (MOR) techniques are often used to reduce the order of
spatially-discretized systems and hence reduce computational complexity. A
particular class of MOR techniques are H2-optimal methods such as the
iterative rational Krylov subspace algorithm (IRKA) and related schemes.
However, these methods are used to obtain good approximations on a infinite
time-horizon. Thus, in this work, our main goal is to discuss MOR schemes for
time-limited linear systems. For this, we propose an alternative time-limited
H2-norm and show its connection with the time-limited Gramians. We then
provide first-order optimality conditions for an optimal reduced order model
(ROM) with respect to the time-limited H2-norm. Based on these optimality
conditions, we propose an iterative scheme which upon convergences aims at
satisfying these conditions. Then, we analyze how far away the obtained ROM
is from satisfying the optimality conditions.We test the efficiency of the
proposed iterative scheme using various numerical examples and illustrate
that the newly proposed iterative method can lead to a better reduced-order
compared to unrestricted IRKA in the time interval of interest
Towards Time-Limited -Optimal Model Order Reduction
In order to solve partial differential equations numerically and accurately,
a high order spatial discretization is usually needed. Model order reduction
(MOR) techniques are often used to reduce the order of spatially-discretized
systems and hence reduce computational complexity. A particular class of MOR
techniques are -optimal methods such as the iterative rational
Krylov subspace algorithm (IRKA) and related schemes. However, these methods
are used to obtain good approximations on a infinite time-horizon. Thus, in
this work, our main goal is to discuss MOR schemes for time-limited linear
systems. For this, we propose an alternative time-limited -norm
and show its connection with the time-limited Gramians. We then provide
first-order optimality conditions for an optimal reduced order model (ROM) with
respect to the time-limited -norm. Based on these optimality
conditions, we propose an iterative scheme, which, upon convergence, aims at
satisfying these conditions approximately. Then, we analyze how far away the
obtained ROM due to the proposed algorithm is from satisfying the optimality
conditions. We test the efficiency of the proposed iterative scheme using
various numerical examples and illustrate that the newly proposed iterative
method can lead to a better reduced-order compared to the unrestricted IRKA in
the finite time interval of interest
Model Reduction using a Frequency-Limited H2-Cost
We propose a method for model reduction on a given frequency range, without
the use of input and output filter weights. The method uses a nonlinear
optimization approach to minimize a frequency limited H2 like cost function.
An important contribution in the paper is the derivation of the gradient of
the proposed cost function. The fact that we have a closed form expression for
the gradient and that considerations have been taken to make the gradient
computationally efficient to compute enables us to efficiently use
off-the-shelf optimization software to solve the optimization problem.Comment: Submitted to Systems and Control Letter
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