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Balanced truncation of linear time-varying systems

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Author

Summary, in English

In this paper balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case oftime-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model.

Publishing year

2004

Language

English

Pages

217-229

Publication/Series

IEEE Transactions on Automatic Control

Volume

49

Issue

2

Document type

Journal article

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Control Engineering

Keywords

  • linear timevarying systems
  • Balanced truncation
  • error bound
  • model reduction

Status

Published

ISBN/ISSN/Other

  • ISSN: 0018-9286