An iterative scheme for finite horizon model reduction of continuous-time linear time-varying systems
Systems and Control
2024-11-15 v2 Systems and Control
Abstract
In this paper, we obtain the functional derivatives of a finite horizon error norm between a full-order and a reduced-order continuous-time linear time-varying (LTV) system. Based on the functional derivatives, first-order necessary conditions for optimality of the error norm are derived, and a projection-based iterative scheme for model reduction is proposed. The iterative scheme upon convergence produces reduced-order models satisfying the optimality conditions. Finally, through a numerical example, we demonstrate the better performance of the proposed model reduction scheme in comparison to the finite horizon balanced truncation algorithm for continuous-time LTV systems.
Keywords
Cite
@article{arxiv.2309.00921,
title = {An iterative scheme for finite horizon model reduction of continuous-time linear time-varying systems},
author = {Kasturi Das and Srinivasan Krishnaswamy and Somanath Majhi},
journal= {arXiv preprint arXiv:2309.00921},
year = {2024}
}