English
Related papers

Related papers: Energy estimates and model order reduction for sto…

200 papers

When solving partial differential equations numerically, usually a high order spatial discretisation is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretised systems and hence reduce…

Optimization and Control · Mathematics 2017-09-19 Martin Redmann

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

Optimization and Control · Mathematics 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

This paper studies the data-driven balanced truncation (BT) method for second-order systems based on the measurements in the frequency domain. The basic idea is to approximate Gramians used the numerical quadrature rules, and establish the…

Numerical Analysis · Mathematics 2025-06-05 Xiaolong Wang , Xuerong Yang , Xiaoli Wang , Bo Song

We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel…

Optimization and Control · Mathematics 2020-08-28 Simon Becker , Lorenz Richter

When solving linear stochastic differential equations numerically, usually a high order spatial discretisation is used. Balanced truncation (BT) and singular perturbation approximation (SPA) are well-known projection techniques in the…

Numerical Analysis · Mathematics 2016-11-18 Martin Redmann , Melina A. Freitag

In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…

Systems and Control · Electrical Eng. & Systems 2020-01-28 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

Model order reduction involves constructing a reduced-order approximation of a high-order model while retaining its essential characteristics. This reduced-order model serves as a substitute for the original one in various applications such…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Qiu-Yan Song , Umair Zulfiqar , Zhi-Hua Xiao , Mohammad Monir Uddin , Victor Sreeram

We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Elizabeth Qian , Jemima M. Tabeart , Christopher Beattie , Serkan Gugercin , Jiahua Jiang , Peter R. Kramer , Akil Narayan

When solving partial differential equations numerically, usually a high order spatial discretization is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems and hence reduce…

Optimization and Control · Mathematics 2017-10-23 Martin Redmann , Patrick Kürschner

Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized (stochastic) partial differential equations and hence reduce computational complexity. A particular class of MOR techniques is balancing…

Optimization and Control · Mathematics 2019-03-29 Martin Redmann

Balanced truncation (BT) is a model reduction method that utilizes a coordinate transformation to retain eigen-directions that are highly observable and reachable. To address realizability and scalability of BT applied to highly stiff and…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Elnaz Rezaian , Cheng Huang , Karthik Duraisamy

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two…

Optimization and Control · Mathematics 2023-02-07 Boris Kramer , Serkan Gugercin , Jeff Borggaard

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…

Numerical Analysis · Mathematics 2018-01-08 Patrick Kürschner

We discuss balanced truncation model order reduction for large-scale quadratic-bilinear (QB) systems. Balanced truncation for linear systems mainly involves the computation of the Gramians of the system, namely reachability and…

Optimization and Control · Mathematics 2017-05-02 Peter Benner , Pawan Goyal

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…

Numerical Analysis · Mathematics 2017-12-07 Ion Victor Gosea , Mihaly Petreczky , Athanasios C. Antoulas , Christophe Fiter

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

This paper deals with the balanced truncation model reduction of discrete-time, linear time-varying, heterogeneous subsystems interconnected over finite arbitrary directed graphs. The information transfer between the subsystems is subject…

Optimization and Control · Mathematics 2017-08-15 Dany Abou Jaoude , Mazen Farhood

We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible…

Numerical Analysis · Mathematics 2019-08-15 Roland Pulch , Akil Narayan

This paper studies model order reduction of multi-agent systems consisting of identical linear passive subsystems, where the interconnection topology is characterized by an undirected weighted graph. Balanced truncation based on a pair of…

Optimization and Control · Mathematics 2019-01-29 Xiaodong Cheng , Jacquelien M. A. Scherpen , Bart Besselink
‹ Prev 1 2 3 10 Next ›