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Generalizations of data-driven balancing: what to sample for different balancing-based reduced models (2312.12561v1)

Published 19 Dec 2023 in math.NA, cs.NA, cs.SY, eess.SY, and math.OC

Abstract: The Quadrature-based Balanced Truncation (QuadBT) framework of arXiv:2104.01006 is a "non-intrusive" reformulation of balanced truncation; a classical projection-based model-order reduction technique for linear systems. QuadBT is non-intrusive in the sense that it builds approximate balanced reduced-order models entirely from system response data (e.g., transfer function measurements) without the need to reference an explicit state-space realization of the underlying full-order model. In this work, we generalize and extend QuadBT to other types of balanced truncation model reduction. Namely, we develop non-intrusive implementations for balanced stochastic truncation, positive-real balanced truncation, and bounded-real balanced truncation. We show that the data-driven construction of these balanced reduced-order models requires sampling certain spectral factors associated with the system of interest. Numerical examples are included in each case to validate our approach.

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