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Department of Mathematics,
University of California San Diego

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Computational and Applied Mathematics Seminar

Emre Mengi

UCSD

A Backward Approach for Model Reduction

Abstract:

The differential equation $\dot{x}(t) = Ax(t) + Bu(t)$ coupled with the algebraic equation $y(t) = Cx(t) + Du(t)$ where $A\in\mathbb{C}^{n\times n}$, $B\in\mathbb{C}^{n\times m}$, $C\in\mathbb{C}^{p\times n}$ is called a state space system and commonly employed to represent a linear operator from an input space to an output space in control theory. One major challenge with such a representation is that typically $n$, the dimension of the intermediate state function $x(t)$, is much larger than $m$ and $p$, the dimensions of the input function $u(t)$ and the output function $y(t)$. To reduce the order of such a system (dimension of the state space) the traditional approaches are based on minimizing the $H_{\infty}$ norm of the difference between the transfer functions of the original system and the reduced-order system. We pose a backward error minimization problem for model reduction in terms of the norms of the perturbations to the coefficients $A$, $B$ and $C$ such that the perturbed systems are equivalent to systems of order $r

June 5, 2007

11:00 AM

AP&M 5402

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