Title :
H2 near-optimal model reduction
Author :
Huang, Xue-Xiang ; Yan, Wei-Yong ; Teo, K.L.
Author_Institution :
Dept. of Math. & Comput. Sci., Chongqing Normal Univ., China
fDate :
8/1/2001 12:00:00 AM
Abstract :
This note considers the problem of finding a stable reduced-order model for a given stable model so that its H2 model reduction cost differs by less than a prescribed error from the optimal cost, which may or may not be achievable. It is shown that this new version of the long-standing H2 optimal model reduction problem can be reduced to a well-posed smooth constrained minimization problem whose global solution is guaranteed to exist. In addition, a globally convergent algorithm in the form of an ordinary differential equation is derived
Keywords :
H∞ control; convergence; differential equations; minimisation; reduced order systems; stability; DE; H2 near-optimal model reduction; globally convergent algorithm; optimal cost; ordinary differential equation; stable reduced-order model; well-posed smooth constrained minimization problem; Australia Council; Computer science; Convergence of numerical methods; Cost function; Differential equations; Linear systems; Mathematics; Reduced order systems; Stability;
Journal_Title :
Automatic Control, IEEE Transactions on