4.5 Article

An output error bound for time-limited balanced truncation

期刊

SYSTEMS & CONTROL LETTERS
卷 121, 期 -, 页码 1-6

出版社

ELSEVIER SCIENCE BV
DOI: 10.1016/j.sysconle.2018.08.004

关键词

Model reduction; Linear systems; Time-limited balanced truncation; Time-limited Gramians; Error bound

资金

  1. DFG, Germany through the research unit FOR2402

向作者/读者索取更多资源

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 computational complexity. A particular MOR technique to obtain a reduced order model (ROM) is balanced truncation (BT). However, if one aims at finding a good ROM on a certain finite time interval only, time-limited BT (TLBT) can be a more accurate alternative. So far, no error bound on TLBT has been proved. In this paper, we close this gap in the theory by providing an output error bound for TLBT with two different representations. The performance of the error bound is then shown in several numerical experiments. (C) 2018 Elsevier B.V. All rights reserved.

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