ml_ct_ss_flbt

Frequency-limited balanced truncation for standard systems.

Contents

Syntax

[Ar, Br, Cr, Dr, info] = ml_ct_ss_flbt(A, B, C, D)
[Ar, Br, Cr, Dr, info] = ml_ct_ss_flbt(A, B, C, D, opts)
[rom, info] = ml_ct_ss_flbt(sys)
[rom, info] = ml_ct_ss_flbt(sys, opts)

Description

This function computes the frequency-limited balanced truncation for a
standard system of the form
    x'(t) = A*x(t) + B*u(t),                                        (1)
     y(t) = C*x(t) + D*u(t).                                        (2)
Therefore, the two standard Lyapunov equations
    A*P  + P*A' + BF*B' + B*BF' = 0,
    A'*Q + Q*A  + CF'*C + C'*CF = 0,
where BF and CF are frequency-dependent matrices, are solved for the
frequency-limited Gramians P and Q. As result, a reduced-order
system of the form
    x'(t) = Ar*x(t) + Br*u(t),                                      (3)
     y(t) = Cr*x(t) + Dr*u(t)                                       (4)
is computed. For enforcing stability in the reduced-order model, the
modified Gramian approach can be used, which also gives a global error
bound of the form
    ||G - Gr||_{\infty} <= 2*||JB||*||JC||(Hsv(r+1) + ... + Hsv(n)),
with Hsv, a vector containing the freuqency-limited Hankel singular
values of the system.
Note: For unstable systems, first an additive decomposition into the
      stable and anti-stable parts is performed and then only the
      stable part will be reduced.

Input

A    - matrix from (1) with dimensions n x n
B    - matrix from (1) with dimensions n x m
C    - matrix from (2) with dimensions p x n
D    - matrix from (2) with dimensions p x m
sys  - structure or state-space object, containing the standard
       system's matrices:

Entry
Meaning
A
matrix from (1) with dimensions n x n
B
matrix from (1) with dimensions n x m
C
matrix from (2) with dimensions p x n
D
matrix from (2) with dimensions p x m

opts - structure, containing the following optional entries:

Parameter
Meaning
FreqRange
nonnegative vector, frequency intervals such that [w(1), w(2)] ... [w(2k-1), w(2k)] are approximated
default: [0, 1.0e+03]
lyapdlopts
structure, containing the optional parameters for the computation of the generalized continuous-time Lyapunov equations, see ml_lyapdl_sgn_ldl if ModGramian = 0 and ml_lyapdl_sgn_fac if ModGramian = 1
default: struct()
Method
character array, determining algorithm for the computation of the reduced-order model
  • 'sr' - square-root method
  • 'bfsr' - balancing-free square-root method
default: 'sr'
ModGramian
{0, 1}, used to disable/enable the modified Gramian approach
default: 0
Order
positive integer, order of the resulting reduced-order model chosen by the user if 'order' is set for OrderComputation
default: min(10,length(Hsv)) + Nu
OrderComputation
character array, determining the method for the computation of the size of the reduced-order model
  • 'order' - take explicit order
  • 'tolerance' - using rel. tolerance for the hsv
  • 'sum' - using rel. tolerance for sum of hsv
default: 'sum'
stabsignmopts
structure, containing the optional parameters for the matrix sign function used for the decomposition into stable and anti-stable system parts, see ml_signm
default: struct()
stabsylvopts
structure, containing the optional parameters for the Sylvester equation solver used for the decomposition into stable and anti-stable system parts, see ml_sylv_sgn
Tolerance
nonnegative scalar, tolerance used for the computation of the size of the reduced-order model if 'tolerance' or 'sum' is set for OrderComputation
default: 1.0e-02
UnstabDim
integer, dimension of the deflating anti-stable subspace, negative if unknown
default: -1

Output

Ar   - matrix of (3) with dimensions r x r
Br   - matrix of (3) with dimensions r x m
Cr   - matrix of (4) with dimensions p x r
Dr   - matrix of (4) with dimensions p x m
rom  - structure or state-space object, with the following entries:

Entry
Meaning
A
matrix from (3) with dimensions r x r
B
matrix from (3) with dimensions r x m
C
matrix from (4) with dimensions p x r
D
matrix from (4) with dimensions p x m

info - structure, containing the following information:

Entry
Meaning
AbsErrBound
computed error bound for the absolute error of the reduced-order model in H-infinity norm, only for the modified Gramian approach
Hsv
a vector, containing the computed Hankel singular values
infoADTF
structure, containing information about the additive decomposition of the system into its stable and anti-stable parts, see ml_ct_ss_adtf
infoLYAPDL
structure, containing information about the continuous-time dual Lyapunov equations solver, see ml_lyapdl_sgn_ldl or ml_lyapdl_sgn_fac
Ns
Dimension of the stable part of the reduced-order model
Nu
Dimension of the anti-stable part of the reduced- order model

Reference

P. Benner, P. Kurschner, J. Saak, Frequency-limited balanced truncation with low-rank approximations, SIAM J. Sci. Comput. 38 (1) (2016) A471--A499. https://doi.org/ 10.1137/15M1030911

See Also

ml_ct_ss_bt | ml_ct_dss_flbt | ml_morlabopts