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Balanced Truncation of Linear Time-Invariant Systems over Finite-frequency Ranges (1602.04402v1)

Published 13 Feb 2016 in cs.SY, math.DS, and math.OC

Abstract: This paper discusses model order reduction of LTI systems over limited frequency intervals within the framework of balanced truncation. Two new \emph{frequency-dependent balanced truncation} methods were developed, one is \emph{SF-type frequency-dependent balanced truncation} to copy with the cases that only a single dominating point of the operating frequency interval is pre-known, the other is \emph{interval-type frequency-dependent balanced truncation} to deal with the cases that both of the upper and lower bound of frequency interval are known \emph{a priori}. SF-type error bound and interval-type error bound are derived for the first time to estimate the desired approximation error over pre-specified frequency interval. We show that the new methods generally lead to good in-band approximation performance, at the same time, provide accurate error bounds under certain conditions. Examples are included for illustration.

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