Related papers: Model reduction for fully nonlinear stochastic sys…
In this paper, we investigate large-scale linear systems driven by a fractional Brownian motion (fBm) with Hurst parameter $H\in [1/2, 1)$. We interpret these equations either in the sense of Young ($H>1/2$) or Stratonovich ($H=1/2$).…
We consider the problem of constructing reduced models for large scale systems with poles in general domains in the complex plane (as opposed to, e.g., the open left-half plane or the open unit disk). Our goal is to design a model reduction…
We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…
This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…
This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…
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…
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…
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…
Quadrature-based approximation of Gramians in standard balanced truncation yields a non-intrusive, data-driven implementation that requires only transfer function samples on the imaginary axis, which can be measured experimentally. This…
The model reduction problem for semistable infinite-dimensional control systems is studied in this paper. In relation to these systems, we study an object we call the semistability Gramian, which serves as a generalization of the ordinary…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
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…
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…
This paper develops a geometric framework for the stability analysis of differential inclusions governed by maximally monotone operators. A key structural decomposition expresses the operator as the sum of a convexified limit mapping and a…
We consider linear magneto-quasistatic field equations which arise in simulation of low-frequency electromagnetic devices coupled to electrical circuits. A finite element discretization of such equations on 3D domains leads to a singular…
Observability quantification is a key problem in dynamic network sciences. While it has been thoroughly studied for linear systems, observability quantification for nonlinear networks is less intuitive and more cumbersome. One common…
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…
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…
This paper investigates a model reduction problem for linear directed network systems, in which the interconnections among the vertices are described by general weakly connected digraphs. First, the definitions of pseudo controllability and…