Conference Paper: L2 optimal model reduction

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TitleL2 optimal model reduction
AuthorsYan, WeiYong1
Lam, James1
KeywordsTechnology: comprehensive works
Issue Date1996
PublisherIEEE. The Journal's web site is located at http://www.ieeecss.org
CitationProceedings Of The Ieee Conference On Decision And Control, 1996, v. 4, p. 4276-4281 [How to Cite?]
DOI: http://dx.doi.org/10.1109/CDC.1996.577460
AbstractThis paper deals with the problem of computing an L2-optimal reduced-order model for a given stable multivariable linear system. By way of orthogonal projection, the problem is formulated as that of minimizing the L2 model reduction cost over the Stiefel manifold so that the stability constraint on reduced-order models is automatically satisfied and thus totally avoided in the new problem formulation. The closed form formula for the gradient of the cost over the manifold is derived, from which a gradient flow is formed as an ordinary differential equation. A number of nice properties about such a flow are obtained. Among them are the decreasing property of the cost along the ODE solution and the convergence of the flow from any starting point in the manifold. Furthermore, an explicit iterative convergent algorithm is developed from the flow and inherits the properties that the iterates remain on the manifold starting from any orthogonal initial point and that the model-reduction cost is decreasing to minimums along the iterates.
ISSN0191-2216
2011 SCImago Journal Rankings: 0.032
DOIhttp://dx.doi.org/10.1109/CDC.1996.577460
DC Field
Value
dc.contributor.authorYan, WeiYong
dc.contributor.authorLam, James
dc.date.accessioned2007-10-30T06:54:27Z
dc.date.available2007-10-30T06:54:27Z
dc.date.issued1996
dc.description.abstractThis paper deals with the problem of computing an L2-optimal reduced-order model for a given stable multivariable linear system. By way of orthogonal projection, the problem is formulated as that of minimizing the L2 model reduction cost over the Stiefel manifold so that the stability constraint on reduced-order models is automatically satisfied and thus totally avoided in the new problem formulation. The closed form formula for the gradient of the cost over the manifold is derived, from which a gradient flow is formed as an ordinary differential equation. A number of nice properties about such a flow are obtained. Among them are the decreasing property of the cost along the ODE solution and the convergence of the flow from any starting point in the manifold. Furthermore, an explicit iterative convergent algorithm is developed from the flow and inherits the properties that the iterates remain on the manifold starting from any orthogonal initial point and that the model-reduction cost is decreasing to minimums along the iterates.
dc.description.naturepublished_or_final_version
dc.format.extent557762 bytes
dc.format.extent10566 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.identifier.citationProceedings Of The Ieee Conference On Decision And Control, 1996, v. 4, p. 4276-4281 [How to Cite?]
DOI: http://dx.doi.org/10.1109/CDC.1996.577460
dc.identifier.doihttp://dx.doi.org/10.1109/CDC.1996.577460
dc.identifier.epage4281
dc.identifier.hkuros25686
dc.identifier.issn0191-2216
2011 SCImago Journal Rankings: 0.032
dc.identifier.openurl
dc.identifier.scopuseid_2-s2.0-0030385488
dc.identifier.spage4276
dc.identifier.urihttp://hdl.handle.net/10722/46622
dc.identifier.volume4
dc.languageeng
dc.publisherIEEE. The Journal's web site is located at http://www.ieeecss.org
dc.relation.ispartofProceedings of the IEEE Conference on Decision and Control
dc.rights©1996 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License
dc.subjectTechnology: comprehensive works
dc.titleL2 optimal model reduction
dc.typeConference_Paper
Author Affiliations
  1. Nanyang Technological University