63 research outputs found
Rational interpolation and state-variable realizations
AbstractThe problem is considered of passing from interpolation data for a real rational transfer-function matrix to a minimal state-variable realization of the transfer-function matrix. The tool is a Loewner matrix, which is a generalization of the Standard Hankel matrix of linear system realization theory, and which possesses a decomposition into a product of generalized observability and controllability matrices
A bilinear differential forms approach to parametric structured state-space modelling
We use one-variable Loewner techniques to compute polynomial-parametric models for MIMO systems from vector-exponential data gathered at various points in the parameter space. Instrumental in our approach are the connections between vector-exponential modelling via bilinear differential forms and the Loewner framework
Interpolatory methods for model reduction of multi-input/multi-output systems
We develop here a computationally effective approach for producing
high-quality -approximations to large scale linear
dynamical systems having multiple inputs and multiple outputs (MIMO). We extend
an approach for model reduction introduced by Flagg,
Beattie, and Gugercin for the single-input/single-output (SISO) setting, which
combined ideas originating in interpolatory -optimal model
reduction with complex Chebyshev approximation. Retaining this framework, our
approach to the MIMO problem has its principal computational cost dominated by
(sparse) linear solves, and so it can remain an effective strategy in many
large-scale settings. We are able to avoid computationally demanding
norm calculations that are normally required to monitor
progress within each optimization cycle through the use of "data-driven"
rational approximations that are built upon previously computed function
samples. Numerical examples are included that illustrate our approach. We
produce high fidelity reduced models having consistently better
performance than models produced via balanced truncation;
these models often are as good as (and occasionally better than) models
produced using optimal Hankel norm approximation as well. In all cases
considered, the method described here produces reduced models at far lower cost
than is possible with either balanced truncation or optimal Hankel norm
approximation
Model order reduction approaches for infinite horizon optimal control problems via the HJB equation
We investigate feedback control for infinite horizon optimal control problems
for partial differential equations. The method is based on the coupling between
Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is
well-known that HJB equations suffer the so called curse of dimensionality and,
therefore, a reduction of the dimension of the system is mandatory. In this
report we focus on the infinite horizon optimal control problem with quadratic
cost functionals. We compare several model reduction methods such as Proper
Orthogonal Decomposition, Balanced Truncation and a new algebraic Riccati
equation based approach. Finally, we present numerical examples and discuss
several features of the different methods analyzing advantages and
disadvantages of the reduction methods
Fast Approximated POD for a Flat Plate Benchmark with a Time Varying Angle of Attack
An approximate POD algorithm provides an empirical Galerkin approximation with guaranteed a priori lower bound on the required resolution. The snapshot ensemble is partitioned into several sub-ensembles. Cross correlations between these sub-ensembles are approximated in terms of a far smaller correlation matrix. Computational speedup is nearly linear in the number of partitions, up to a saturation that can be estimated a priori. The algorithm is particularly suitable for analyzing long transient trajectories of high dimensional simulations, but can be applied also for spatial partitioning and parallel processing of very high spatial dimension data. The algorithm is demonstrated using transient data from two simulations. First, a two dimensional simulation of the flow over a flat plate, as it transitions from AOA = 30° to a horizontal position and back. Second, a three dimensional simulation of a flat plate with aspect ratio two as it transitions from a horizontal position to AOA = 30°
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