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Convergent algorithms for frequency weighted L2 model reduction

✍ Scribed by Wei-Yong Yan; Lihua Xie; James Lam


Book ID
104301023
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
572 KB
Volume
31
Category
Article
ISSN
0167-6911

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✦ Synopsis


This paper is concerned with computing an L2-optimal reduced-order model for a given stable multivariable linear system in the presence of inpuL and output frequency weightings. By parametrizing a class of reduced-order models in terms of an orthogonal projection and using manifold techniques as tools, both continuous and iterative algorithms are derived and their convergence properties are established. As an application, we show that an L2 optimal reduced-order filter in the closed-loop sense can be computed using these algorithms. (~) 1997 Elsevier Science B.V.


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This paper deals with the problem of model reduction based on an optimization technique. The objective function being minimized in the impulse energy of the overall system with unity, single-sided and doublesided weightings. A number of properties of the gradient flows associated with the objective