Hankel-Norm Approximation of Large-Scale Descriptor Systems
arXiv:1612.06205 · doi:10.1007/s10444-020-09750-w
Abstract
The Hankel-norm approximation is a model reduction method which provides the best approximation in the Hankel semi-norm. In this paper the computation of the optimal Hankel-norm approximation is generalized to the case of linear time-invariant continuous-time descriptor systems. An efficient algorithm is developed by refining the generalized balanced truncation square root method. For a wide practical usage, adaptations of the introduced algorithm towards stable computations and sparse systems are made as well as an approach for a projection-free algorithm. To show the approximation behavior of the introduced method, numerical examples are presented.
25 pages, 5 figures