A time domain a posteriori error bound for balancing-related model order reduction

Abstract: The aim in model order reduction is to approximate an input-output map described by a large-scale dynamical system with a low-dimensional and cheaper-to-evaluate reduced order model. While high fidelity can be achieved by a variety of methods, only a few of them allow for rigorous error control. In this paper, we propose a rigorous error bound for the reduction of linear systems with balancing-related reduction methods. More specifically, we consider the simulation over a finite time interval and provide an a posteriori adaption of the standard a priori bound for Balanced Truncation and Balanced Singular Perturbation Approximation in that setting, which improves the error estimation while still yielding a rigorous bound. Our result is based on an error splitting induced by a Fourier series approximation of the input and a subsequent refined error analysis. We make use of system-theoretic concepts, such as the notion of signal generator driven systems, steady-states and observability. Our bound is also applicable in the presence of nonzero initial conditions. Numerical evidence for the sharpness of the bound is given.