Related papers: Model reduction of linear time-varying systems wit…
This paper deals with the time-varying high dimensional covariance matrix estimation. We propose two covariance matrix estimators corresponding with a time-varying approximate factor model and a time-varying approximate characteristic-based…
Linear time-periodic (LTP) dynamical systems frequently appear in the modeling of phenomena related to fluid dynamics, electronic circuits, and structural mechanics via linearization centered around known periodic orbits of nonlinear…
Real time system technology traditionally developed for safety critical systems, has now been extended to support multimedia systems and virtual reality. A large number of real-time application, related to multimedia and adaptive control…
In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…
We present a novel algorithm for reducing the state dimension, i.e. order, of linear parameter varying (LPV) discrete-time state-space (SS) models with affine dependence on the scheduling variable. The input-output behavior of the reduced…
The paper presents a model reduction framework geared towards the analysis and design of systems that switch and oscillate. While such phenomena are ubiquitous in nature and engineering, model reduction methods are not well developed for…
This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…
Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…
Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved…
Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…
Model order reduction is the approximation of dynamical systems into equivalent systems with smaller order. Model reduction has been studied extensively for different types of systems. In this paper, we present two methods for multi input…
During the last decade, possibilities to realize new phenomena and create new applications by varying system properties in time have gained increasing attention in many research fields, spanning a wide range from acoustics to optics. While…
The changing nature of power systems dynamics is challenging present practices related to modeling and study of system-level dynamic behavior. While developing new techniques and models to handle the new modeling requirements, it is also…
We review a range of reduction methods that have been, or may be useful for connecting models of the Earth's climate system of differing complexity. We particularly focus on methods where rigorous reduction is possible. We aim to highlight…
The paper proposes a model reduction algorithm for linear hybrid systems, i.e., hybrid systems with externally induced discrete events, with linear continuous subsystems, and linear reset maps. The model reduction algorithm is based on…
Switched systems are capable of modeling processes with underlying dynamics that may change abruptly over time. To achieve accurate modeling in practice, one may need a large number of modes, but this may in turn increase the model…
Space-time modulation adds another powerful degree of freedom to the manipulation of classical wave systems. It opens the door for complex control of wave behavior beyond the reach of stationary systems, such as nonreciprocal wave transport…
There is a growing need for better development methods and tools to keep up with the increasing complexity of new software systems. New types of user interfaces, the need for intelligent components, sustainability concerns, ... bring new…
A method for model reduction in nonlinear ODE systems is demonstrated through computational examples. The method does not require an implicit separation of time-scales in the fine dynamics to be effective. From the computational standpoint,…
We introduce the Vector Fitting algorithm for the creation of reduced-order models from the sampled response of a linear time-invariant system. This data-driven approach to reduction is particularly useful when the system under modeling is…