English

Data-driven approximation and reduction from noisy data in matrix pencil frameworks

Systems and Control 2022-09-13 v2 Numerical Analysis Systems and Control Numerical Analysis

Abstract

This work aims at tackling the problem of learning surrogate models from noisy time-domain data by means of matrix pencil-based techniques, namely the Hankel and Loewner frameworks. A data-driven approach to obtain reduced-order state-space models from time-domain input-output measurements for linear time-invariant (LTI) systems is proposed. This is accomplished by combining the aforementioned model order reduction (MOR) techniques with the signal matrix model (SMM) approach. The proposed method is illustrated by a numerical benchmark example consisting of a building model.

Keywords

Cite

@article{arxiv.2202.09568,
  title  = {Data-driven approximation and reduction from noisy data in matrix pencil frameworks},
  author = {Pauline Kergus and Ion Victor Gosea},
  journal= {arXiv preprint arXiv:2202.09568},
  year   = {2022}
}

Comments

10 pages, 10 figures

R2 v1 2026-06-24T09:45:43.863Z