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The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

We propose a model reduction method for LPV systems. We consider LPV state-space representations with an affine dependence on the scheduling variables. The main idea behind the proposed method is to compute the reduced order model in such a…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Ion Victor Gosea , Mihaly Petreczky , Athanasios C. Antoulas

The Loewner framework for model reduction is extended to the class of linear switched systems. One advantage of this framework is that it introduces a trade-off between accuracy and complexity. Moreover, through this procedure, one can…

Numerical Analysis · Mathematics 2017-12-18 Ion Victor Gosea , Mihaly Petreczky , Athanasios C. Antoulas

In this paper, we discuss a novel model reduction framework for generalized linear systems. The transfer functions of these systems are assumed to have a special structure, e.g., coming from second-order linear systems and time-delay…

Numerical Analysis · Mathematics 2019-10-31 Peter Benner , Pawan Goyal , Igor Pontes Duff

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…

Econometrics · Economics 2021-11-02 Yayi Yan , Jiti Gao , Bin Peng

In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…

Methodology · Statistics 2022-12-19 Andrea Bucci

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

Traffic flow forecasting is a crucial task in transportation management and planning. The main challenges for traffic flow forecasting are that (1) as the length of prediction time increases, the accuracy of prediction will decrease; (2)…

Artificial Intelligence · Computer Science 2024-05-13 Jianli Xiao , Baichao Long

We present a procedure to build a single time model for the equations of motion of relativistic retarded systems composed of several particles; at any desired level of accuracy. We treat the especial case of a binary system. We apply this…

General Relativity and Quantum Cosmology · Physics 2018-03-13 Osvaldo M. Moreschi

A Task Decomposition method for iterative learning Model Predictive Control (TDMPC) for linear time-varying systems is presented. We consider the availability of state-input trajectories which solve an original task T1, and design a…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Charlott Vallon , Francesco Borrelli

The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…

Numerical Analysis · Mathematics 2017-05-11 Zeger Bontinck , Oliver Lass , Sebastian Schöps , Oliver Rain

Two approaches to moment matching based model reduction of aperiodically sampled data systems are given. The term "aperiodic sampling" is used in the paper to indicate that the time between two consecutive sampling instants can take its…

Systems and Control · Computer Science 2017-03-07 Mert Bastug , Laurentiu Hetel , Mihaly Petreczky

A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects…

bayes-an · Physics 2008-02-03 Darren J Wilkinson , Michael Goldstein

The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the forecasts of the series from a recursion relation. Instead, we…

Methodology · Statistics 2014-03-14 Menelaos Karanasos , Alexandros Paraskevopoulos , Stavros Dafnos

Dimensionality reduction methods are an essential tool for multidimensional data analysis, and many interesting processes can be studied as time-dependent multivariate datasets. There are, however, few studies and proposals that leverage on…

Graphics · Computer Science 2020-02-19 E. F. Vernier , R. Garcia , I. P. da Silva , J. L. D. Comba , A. C. Telea

The paper presents a novel model order reduction technique for large-scale linear parameter varying (LPV) systems. The approach is based on decoupling the original dynamics into smaller dimensional LPV subsystems that can be independently…

Systems and Control · Computer Science 2016-09-23 T. Luspay , T. Peni , I. Gozse , Z. Szabo , B. Vanek

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…

Optimization and Control · Mathematics 2020-02-05 Albert Akhriev , Jakub Marecek , Andrea Simonetto

Short term load forecasting has an essential medium for the reliable, economical and efficient operation of the power system. Most of the existing forecasting approaches utilize fixed statistical models with large historical data for…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Irfan Ahmad Khan , Adnan Akber , Yinliang Xu

Short Term Load forecasting in this paper uses input data dependent on parameters such as load for current hour and previous two hours, temperature for current hour and previous two hours, wind for current hour and previous two hours, cloud…

Neural and Evolutionary Computing · Computer Science 2009-12-08 Mrs. J. P. Rothe , Dr. A. K. Wadhwani , Dr. Mrs. S. Wadhwani

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy