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Related papers: Time-Domain Moment Matching for Second-Order Syste…

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In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Giordano Scarciotti , Andrew R. Teel

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

This paper transfers the concept of moment matching to nonlinear structural systems and further provides a simulation-free reduction scheme for such nonlinear second-order models. After first presenting the steady-state interpretation of…

Computational Engineering, Finance, and Science · Computer Science 2019-04-01 Maria Cruz Varona , Nico Schneucker , Boris Lohmann

In this brief paper, we propose a time-domain data-driven method for model order reduction by two-sided moment matching for linear systems. An algorithm that asymptotically approximates the matrix product $\Upsilon \Pi$ from time-domain…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Junyu Mao , Giordano Scarciotti

Theory and methods to obtain parametric reduced-order models by moment matching are presented. The definition of the parametric moment is introduced, and methods (model-based and data-driven) for the approximation of the parametric moment…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Hanqing Zhang , Junyu Mao , Mohammad Fahim Shakib , Giordano Scarciotti

In this paper we suggest a moment matching method for quadratic-bilinear dynamical systems. Most system-theoretic reduction methods for nonlinear systems rely on multivariate frequency representations. Our approach instead uses univariate…

Numerical Analysis · Mathematics 2021-06-07 Björn Liljegren-Sailer , Nicole Marheineke

A new method for data-driven interpolatory model reduction is presented in this paper. Using the so-called data informativity perspective, we define a framework that enables the computation of moments at given (possibly complex)…

Systems and Control · Electrical Eng. & Systems 2022-04-29 Azka Muji Burohman , Bart Besselink , Jacquelien M. A. Scherpen , M. Kanat Camlibel

In this paper we propose a solution to the problem of moment matching with preservation of the port Hamiltonian structure, in the framework of time-domain moment matching. We characterize several families of parameterized port Hamiltonian…

Dynamical Systems · Mathematics 2024-05-06 Tudor C. Ionescu , Alessandro Astolfi

In this paper, we present a data-driven approach to identify second-order systems, having internal Rayleigh damping. This means that the damping matrix is given as a linear combination of the mass and stiffness matrices. These systems…

Optimization and Control · Mathematics 2019-10-03 Igor Pontes Duff , Pawan Goyal , Peter Benner

We investigate the time domain model order reduction (MOR) framework using general orthogonal polynomials by Jiang and Chen 2012 and extend their idea by exploiting the structure of the corresponding linear system of equations. Identifying…

Numerical Analysis · Mathematics 2021-05-10 Manuela Hund , Jens Saak

In this work, new finite difference schemes are presented for dealing with the upper-convected time derivative in the context of the generalized Lie derivative. The upper-convected time derivative, which is usually encountered in the…

Numerical Analysis · Mathematics 2023-03-31 Debora O. Medeiros , Hirofumi Notsu , Cassio M. Oishi

Moment systems arise in a wide range of contexts and applications, e.g. in network modeling of complex systems. Since moment systems consist of a high or even infinite number of coupled equations, an indispensable step in obtaining a…

Adaptation and Self-Organizing Systems · Physics 2024-03-19 Christian Kuehn , Jan Mölter

Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…

Optimization and Control · Mathematics 2021-05-17 Peter Benner , Steffen W. R. Werner

In this paper we compute families of reduced order models that match a prescribed set of moments of a highly dimensional linear time-invariant system. First, we fully parametrize the models in the interpolation points and in the free…

Optimization and Control · Mathematics 2018-11-20 I. Necoara , T. C. Ionescu

We propose a projection based multi-moment matching method for model order reduction of quadratic-bilinear systems. The goal is to construct a reduced system that ensures higher-order moment matching for the multivariate transfer functions…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Mian Muhammad Arsalan Asif , Mian Ilyas Ahmad , Peter Benner , Lihong Feng , Tatjana Stykel

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

In this paper, the moment matching techniques are adopted to obtain reduced-order closed-loop systems with reduced-order controllers that maintain the closed-loop stability and guarantee desired asymptotic performance, after revealing the…

Optimization and Control · Mathematics 2024-05-06 Tudor C. Ionescu

In this paper, we compute a low order approximation of a system of large order $n$ that matches $\nu$ moments of order $j_i$ of the transfer function, at $\nu$ interpolation points, has $\ell$ poles and $k$ zeros fixed and also matches…

Optimization and Control · Mathematics 2021-02-25 Tudor C. Ionescu , Orest V. Iftime , Ion Necoara

In this paper, we consider the problem of finding surrogate models for large-scale second-order linear time-invariant systems with inhomogeneous initial conditions. For this class of systems, the superposition principle allows us to…

Dynamical Systems · Mathematics 2022-06-24 Jennifer Przybilla , Igor Pontes Duff , Peter Benner

An essential tool in data-driven modeling of dynamical systems from frequency response measurements is the barycentric form of the underlying rational transfer function. In this work, we propose structured barycentric forms for modeling…

Numerical Analysis · Mathematics 2024-04-12 Ion Victor Gosea , Serkan Gugercin , Steffen W. R. Werner
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