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In this paper, we bring together the worlds of model order reduction for stochastic linear systems and $\mathcal H_2$-optimal model order reduction for deterministic systems. In particular, we supplement and complete the theory of error…

Numerical Analysis · Mathematics 2020-07-21 Martin Redmann , Melina A. Freitag

In this paper we study the problem of model reduction of linear network systems. We aim at computing a reduced order stable approximation of the network with the same topology and optimal w.r.t. H2 norm error approximation. Our approach is…

Optimization and Control · Mathematics 2019-05-21 I. Necoara , T. C. Ionescu

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based…

Optimization and Control · Mathematics 2007-06-14 Bernard Hanzon , Jan M. Maciejowski , Chun Tung Chou

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

Optimization and Control · Mathematics 2017-12-04 Pawan Goyal , Martin Redmann

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

Numerical Analysis · Mathematics 2021-05-04 Neeraj Sarna , Peter Benner

In this paper, an $\mathscr{H}_2$ norm-based model reduction method for linear quantum systems is presented, which can obtain a physically realizable model with a reduced order for closely approximating the original system. The model…

Quantum Physics · Physics 2024-11-21 G. P. Wu , S. Xue , G. F. Zhang , I. R. Petersen

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

We present a new optimization-based structure-preserving model order reduction (MOR) method for port-Hamiltonian descriptor systems (pH-DAEs) with differentiation index two. Our method is based on a novel parameterization that allows us to…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Moser , Paul Schwerdtner , Volker Mehrmann , Matthias Voigt

This paper presents a structure-preserving model reduction framework for linear systems, in which the $\mathcal{H}_2$ optimization is incorporated with the Petrov-Galerkin projection to preserve structural features of interest, including…

Optimization and Control · Mathematics 2023-02-20 Xiaodong Cheng

Deep learning models incorporating linear SSMs have gained attention for capturing long-range dependencies in sequential data. However, their large parameter sizes pose challenges for deployment on resource-constrained devices. In this…

Machine Learning · Computer Science 2025-07-31 Hiroki Sakamoto , Kazuhiro Sato

We present a data-driven nonintrusive model order reduction method for dynamical systems with moving boundaries. The proposed method draws on the proper orthogonal decomposition, Gaussian process regression, and moving least squares…

Computational Engineering, Finance, and Science · Computer Science 2021-03-18 Zhan Ma , Wenxiao Pan

$\mathcal{H}_2$-optimal model order reduction algorithms represent a significant class of techniques, known for their accuracy, which has been extensively validated over the past two decades. Among these, the Iterative Rational Krylov…

Systems and Control · Electrical Eng. & Systems 2024-08-22 Umair Zulfiqar

Optimal model reduction for large-scale linear dynamical systems is studied. In contrast to most existing works, the systems under consideration are not required to be stable, neither in discrete nor in continuous time. As a consequence,…

Numerical Analysis · Mathematics 2024-01-11 Alessandro Borghi , Tobias Breiten

The paper presents a data-driven predictive control framework based on an implicit input-output mapping derived directly from the signal matrix of collected data. This signal matrix model is derived by maximum likelihood estimation with…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

In this work, we introduce a novel data-driven model-reference control design approach for unknown linear systems with fully measurable state. The proposed control action is composed by a static feedback term and a reference tracking block,…

Systems and Control · Electrical Eng. & Systems 2021-09-29 Valentina Breschi , Claudio De Persis , Simone Formentin , Pietro Tesi

In projection-based model order reduction, a reduced-order approximation of the original full-order system is obtained by projecting it onto a reduced subspace that contains its dominant characteristics. The problem of frequency-weighted…

Systems and Control · Electrical Eng. & Systems 2021-05-04 Umair Zulfiqar , Victor Sreeram , Mian Ilyas Ahmad , Xin Du

In dynamical system theory, the process of obtaining a reduced-order approximation of the high-order model is called model order reduction. The closeness of the reduced-order model to the original model is generally gauged by using system…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Umair Zulfiqar , Xin Dua , Qiuyan Song , Muwahida Liaquat , Victor Sreeram

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control…

Optimization and Control · Mathematics 2025-10-08 Jian Zheng , Sahand Kiani , Mario Sznaier , Constantino Lagoa

In this work, we consider the $\mathcal{H}_2$ optimal model reduction of dynamical systems that are linear in the state equation and up to quadratic nonlinearity in the output equation. As our primary theoretical contributions, we derive…

Numerical Analysis · Mathematics 2024-05-10 Sean Reiter , Igor Pontes Duff , Ion Victor Gosea , Serkan Gugercin