TY - GEN
T1 - A greedy rational Krylov method for H2-pseudooptimal model order reduction with preservation of stability
AU - Panzer, Heiko K.F.
AU - Jaensch, Stefan
AU - Wolf, Thomas
AU - Lohmann, Boris
PY - 2013
Y1 - 2013
N2 - We present a new approach to the problem of finding suitable expansion points in Krylov subspace methods for the model reduction of LTI systems. Using a factorized formulation of the resulting error model, we can efficiently apply a greedy algorithm and perform multiple reduction steps instead of looking for all shifts at once. An expedient globally convergent optimization algorithm delivers locally H2-optimal two-dimensional ROMs in each step. The overall ROM, whose error decreases monotonically, is H2-pseudooptimal and guaranteed to be stable; its order can be chosen on-the-fly. Ready-to-run Matlab demo code is provided in the Appendix.
AB - We present a new approach to the problem of finding suitable expansion points in Krylov subspace methods for the model reduction of LTI systems. Using a factorized formulation of the resulting error model, we can efficiently apply a greedy algorithm and perform multiple reduction steps instead of looking for all shifts at once. An expedient globally convergent optimization algorithm delivers locally H2-optimal two-dimensional ROMs in each step. The overall ROM, whose error decreases monotonically, is H2-pseudooptimal and guaranteed to be stable; its order can be chosen on-the-fly. Ready-to-run Matlab demo code is provided in the Appendix.
UR - http://www.scopus.com/inward/record.url?scp=84883505819&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84883505819
SN - 9781479901777
T3 - Proceedings of the American Control Conference
SP - 5512
EP - 5517
BT - 2013 American Control Conference, ACC 2013
T2 - 2013 1st American Control Conference, ACC 2013
Y2 - 17 June 2013 through 19 June 2013
ER -