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Balanced truncation for model order reduction of linear dynamical systems with quadratic outputs. (English) Zbl 1420.65073

Summary: We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible by the method of balanced truncation, but suffers from the large number of outputs in approximate methods. To ameliorate this shortcoming we derive an equivalent quadratic-bilinear system with a single linear output and analyze the properties of this system. We examine MOR for this system via the technique of balanced truncation, which requires a stabilization of the system. Therein, the solution of two quadratic Lyapunov equations is traced back to the solution of just two linear Lyapunov equations. We present numerical results for several test examples comparing the two MOR approaches.

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
34C20 Transformation and reduction of ordinary differential equations and systems, normal forms
93B40 Computational methods in systems theory (MSC2010)

Software:

Matlab; LYAPACK; MESS

References:

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