On the Newton-Kleinman method for strongly stabilizable infinite-dimensional systems

We consider the Newton–Kleinman method for strongly stabilizable infinite-dimensional systems. Under certain assumptions, the maximal self-adjoint solution to the associated control algebraic Riccati equation is constructed. The constructed solution is also the maximal solution to the corresponding control algebraic Riccati inequality

Interconnection structures in physical systems: a mathematical formulation

The power-conserving structure of a physical system is known as interconnection structure. This paper presents a mathematical formulation of the interconnection structure in Hilbert spaces. Some properties of interconnection structures are pointed out and their three natural representations are treated. The developed theory is illustrated on two examples: electrical circuit and one-dimensional transmission lin

Optimal time-domain moment matching with partial placement of poles and zeros

In this paper we consider a minimal, linear, time-invariant (LTI) system of order n, large. Our goal is to compute an approximation of order ν < n that simultaneously matches ν moments, has ℓ poles and k zeros fixed, with ℓ + k < ν, and achieves minimal H2 norm of the approximation error. For this, in the family of ν order parametrized models that match ν moments we impose ℓ+k linear constraints yielding a subfamily of models with ℓ poles and k zeros imposed. Then, in the subfamily of ν order models matching ν moments, with ℓ poles and k zeros imposed we propose an optimization problem that provides the model yielding the minimal H2-norm of the approximation error. We analyze the first-order optimality conditions of this optimization problem and compute explicitly the gradient of the objective function in terms of the controllability and the observability Gramians of the error system. We then propose a gradient method that finds the (optimal) stable model, with fixed ℓ poles and k zeros

Model reduction with pole-zero placement and high order moment matching

In this paper, we compute a low order approximation of a system of large order $n$ that matches $\nu$ moments of order $j_i$ of the transfer function, at $\nu$ interpolation points, has $\ell$ poles and $k$ zeros fixed and also matches $\nu-(\ell +k)$ moments of order $j_i+1$, where $j_i+1$ is the multiplicity of the $i$-th interpolation point. We derive explicit linear systems in the free parameters to simultaneously achieve the required pole-zero placement and match the desired high order moments. We compute the closed form of the free parameters that meet the constraints, as the solution of a $\nu$ order linear system. Furthermore, for data-driven model reduction, we generalize the construction of the Loewner matrices to include the data and the imposed pole and higher order moment constraints. The resulting approximations achieve a trade-off between the good norm approximation and the preservation of the dynamics of the original system in a region of interest.Comment: 7 page