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arXiv math/0410195math.NAcs.NAmath.DS
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二阶和高阶线性动力系统的Padé型模型降阶

Pade-Type Model Reduction of Second-Order and Higher-Order Linear Dynamical Systems

Roland W. Freund

AI总结:

提出一种基于投影到适当分块的Krylov基矩阵上的新方法,用于高阶线性动力系统的模型降阶,保持原系统形式并满足Padé型逼近性质。

摘要:

高阶线性动力系统降阶建模的标准方法是将其重写为等价的一阶系统,然后采用Krylov子空间技术进行一阶系统的降阶建模。虽然这种方法得到的降阶模型被表征为系统传递函数的Padé型甚至真正的Padé逼近,但通常这些模型不保留原高阶系统的形式。在本文中,我们提出了一种新的高阶系统降阶建模方法,该方法基于投影到适当分块的Krylov基矩阵上,这些矩阵是通过将Krylov子空间技术应用于等价的一阶系统而获得的。我们证明,得到的降阶模型保留了原高阶系统的形式。虽然得到的降阶模型在Padé意义上不再是最优的,但我们证明它们仍然满足Padé型逼近性质。我们还引入了Hermitian高阶线性动力系统的概念,并在Hermitian情况下建立了增强的Padé型逼近性质。

英文摘要:

A standard approach to reduced-order modeling of higher-order linear dynamical systems is to rewrite the system as an equivalent first-order system and then employ Krylov-subspace techniques for reduced-order modeling of first-order systems. While this approach results in reduced-order models that are characterized as Pade-type or even true Pade approximants of the system's transfer function, in general, these models do not preserve the form of the original higher-order system. In this paper, we present a new approach to reduced-order modeling of higher-order systems based on projections onto suitably partitioned Krylov basis matrices that are obtained by applying Krylov-subspace techniques to an equivalent first-order system. We show that the resulting reduced-order models preserve the form of the original higher-order system. While the resulting reduced-order models are no longer optimal in the Pade sense, we show that they still satisfy a Pade-type approximation property. We also introduce the notion of Hermitian higher-order linear dynamical systems, and we establish an enhanced Pade-type approximation property in the Hermitian case.

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