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An Extension to Balanced Truncation With Application to Structured Model Reduction

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1 Author(s)
Sandberg, H. ; Autom. Control Lab., R. Inst. of Technol. (KTH), Stockholm, Sweden

Balanced truncation is a standard method for model reduction, possessing many desirable properties such as preservation of model stability and a priori error bounds. Balanced truncation is conducted using controllability and observability Gramians. Generalized Gramians can be found by solving a set of linear matrix inequalities. In this paper, we show that these linear matrix inequalities can be extended so that the number of decision variables are at least doubled, leading to the concept of extended Gramians. Herein it is shown that the desirable properties of balanced truncation also hold with extended Gramians. The extended Gramians are especially useful for improving error bounds and for models possessing additional structural constraints, as is demonstrated by means of examples herein.

Published in:

Automatic Control, IEEE Transactions on  (Volume:55 ,  Issue: 4 )

Date of Publication:

April 2010

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