Efficient Balance-and-Truncate Model Reduction for Large Scale Systems

Efficient Balance-and-Truncate Model Reduction for Large Scale Systems

V. Balakrishnan, Q. Su, and C-K. Koh

Technical Report TR-ECE 00-15, School of Electrical and Computer Engineering, Purdue University, November 2000


Abstract: We present efficient implementations of the balance-and-truncate model reduction technique for large-scale systems. The key observation that distinguishes our approach is that Krylov subspace methods (Arnoldi and Lanczos) directly yield approximate low-rank square roots of the system Gramians; the balancing transformation can then be constructed from these square roots, obviating the need for solving any Lyapunov equations. In addition, the order of the reduced model is not fixed a priori as with some existing methods, but is determined from the problem data. Numerical simulations show that our approach performs very well over a range of examples, and offers considerable savings in practice.
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