FREQUENCY-WEIGHTED MODEL REDUCTION METHOD WITH ERROR BOUNDS FOR 2-D SEPARABLE DENOMINATOR DISCRETE SYSTEMS

Size: px
Start display at page:

Download "FREQUENCY-WEIGHTED MODEL REDUCTION METHOD WITH ERROR BOUNDS FOR 2-D SEPARABLE DENOMINATOR DISCRETE SYSTEMS"

Transcription

1 INERNAIONAL JOURNAL OF INFORMAION AND SYSEMS SCIENCES Volume 1, Number 2, Pages c 2005 Institute for Scientific Computing and Information FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS FOR 2-D SEPARABLE DENOMINAOR DISCREE SYSEMS ABDUL GHAFOOR, JING WANG, AND VICOR SREERAM Abstract. Frequency weighted model reduction scheme for two-dimensional 2-D separable denominator discrete time systems is presented. he method yields the stable reduced order models for stable separable denominator original systems. he method is based on one-dimensional 1-D balanced truncation. It is easily extendable to singular perturbation and optimal Hankel norm based approximations. he bound on the approximation error is also derived. Key Words. frequency weighted, 2-D approximation, separable denominator. 1. INRODUCION he process of deriving low order model from high order model is known as model reduction with the objective that lower order model retains or closely approximates the input - output behavior of the original system. he balanced realization 13 has been a significant contribution to 1-D system theory, especially its application to model order reduction, since it can preserve stability 14 and give an explicit bound on frequency response error 3, 1. he balanced model reduction has been subject of intensive research during last two decades, a survey of balanced model reduction schemes can be found in 6. In model reduction, the error between the original system and the reduced order model needs to be small ideally for all frequencies. However, sometimes, the accuracy is more important over a certain frequency band, rather than for all frequencies. his is the motivation for introduction of frequency weightings to the model reduction procedures. he frequency weighted balanced truncation scheme was originally introduced by Enns 3. he main weaknesses of the Enns method are: i the stability of the reduced order models is not guaranteed in the case of two sided weightings, ii and there is no a prior error bound on frequency response error. Wang et al 19 modified Enns method to overcome these short comings. he state space modeling of 2-D filters have been studied by many researchers, and different models have been proposed 2, 4, 17. It was shown in 7 that the Roesser model is the most general 2-D model, and that other models can be embedded in this model. Given a 2-D separable denominator system, it is always possible to find a minimal separable realization 7. he separable denominator systems cover a broad range of 2-D systems D balanced model reduction concept has been extended to 2-D. he 2-D balanced model reduction problem has been investigated by many researchers 16, 21, 22, 9, 8, and the results have many applications including design and approximation of digital filters. Since balanced realization is determined by the controllability and observability Gramians of the system, and since there are several types of Gramians he work was supported by Australian Research Council under the Discovery Grants Scheme. 105

2 106 A. GHAFOOR, J. WANG, AND V. SREERAM that can be defined for a given 2-D system, there are different types of balanced realizations for a given 2-D discrete system, leading to different balanced approximations. For example, in 16 pseudo balanced approximation is used, in 21 quasi balancing is proposed, and in 12 structurally balanced approach is developed. In 22, 2-D approximation was considered based on 1-D approximation. his method is very useful, because it extends the important properties and approximation methods of 1-D systems to the 2-D case. Other related interesting results can be found in 9, 8. he 2-D frequency weighted balanced truncation problem has been studied in 12, 10, 11, 18. In 12, a frequency weighted structurally balanced approximation of 2-D discrete systems is considered which is extended to quasi balancing in 11. Although, the methods in 12, 11 are good starting points and motivate further research on this issue, but have many shortcomings: i he method in 12 uses Linear Matrix Inequalities due to which it is numerically exhaustive and computationally inefficient. However, 11 does not have this problem. ii Stability of the reduced order models in the case of two sided weightings is not guaranteed except for the single input single output case 10. iii here is no bound on approximation error available. Another scheme based on pseudo balancing is presented in 18. An obvious drawback of this scheme is that the weighting functions for this scheme need to be separable, and furthermore, there are no bounds on approximation error. he preliminary results of this work are presented in 5. he main contribution of this paper is the extension of the frequency weighted model reduction technique of 19 to the 2-D case. he advantages of the proposed technique include: i guaranteed stability in case of double-sided weighting, ii easily computable frequency response error bounds, iii and the weighting function need not necessarily be separable denominator system. 2. PRELIMINARIES he system configuration to be considered in this paper is shown in Figure 1, where Hz 1, z 2 R p q is stable, minimal and separable denominator transfer function matrix of the system of order m, n; W i z 1, z 2 R q t and W o z 1, z 2 R s p are stable and minimal input and output weights of orders m i, n i and m o, n o, respectively. Figure 1. A weighted 2-D discrete system he Roesser state-space model 17 to describe Hz 1, z 2, W i z 1, z 2 and W o z 1, z 2 can be written as 12: Hz 1, z 2 = Cz 1 I m z 2 I n A 1 B + D W i z 1, z 2 = C i z 1 I mi z 2 I ni A i 1 B i + D i W o z 1, z 2 = C o z 1 I mo z 2 I no A o 1 B o + D o

3 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS 107 where 1 A = A i = A o = A1 A, B = 0 A 4 Ai1 A i2, B A i3 A i = i4 Ao1 A o2, B A o3 A o = o4 B B 2, C = Bi1 C 1 B i2, C i = Bo1 C B o2, C o = C i1 C i2 C o1 C o2 the symbol denotes the direct sum, I is the identity matrix, A R m+n m+n, B R m+n q, C R p m+n, D R p q, A i R mi+ni mi+ni, B i R mi+ni t, C i R q mi+ni, D i R q t, A o R mo+no mo+no, B o R mo+no p, C o R s mo+no and D o R s p. An alternate form of Roesser state-space realization of equation 1 can also be given as follows: A1 0 B1 C 2 A =, B =, C = A A 4 B C2 Let the minimal rank decomposition see 22 for more details for the Roesser state-space realization in equation 1 be as follows: A B B1 = C2 D C D D 2 1 then we can write Hz 1, z 2 = H 1 z 1 H 2 z 2. Similarly, the minimal rank decomposition for equation 2 A B B2 = C1 D C D D 1 2 allows us to write Hz 1, z 2 = H 2 z 2 H 1 z 1 where H 1 z 1 = C 1 z 1 I A 1 1 B 1 + D 1 H 2 z 2 = C 2 z 2 I A 2 1 B 2 + D 2 Lemma 1 22: Let H r z 1, z 2 = H r1 z 1 H r2 z 2 be the 2-D reduced order model obtained from 1-D balanced truncation, then H r z 1, z 2 is 2-D stable. Furthermore, the frequency response error is bounded by Hz 1, z 2 H r z 1, z 2 n m 2 D µ i i=m r+1 m r σ i + 2 D σ i n i=n r+1 Alternatively for H r z 1, z 2 = H r2 z 2 H r1 z 1, the frequency response error is bounded by Hz 1, z 2 H r z 1, z 2 n r m 2 D µ i i=m r+1 σ i + 2 D m σ i n i=n r+1 where σ i and µ i are the Hankel singular values of the system H 1 z 1 and H 2 z 2, respectively. µ i µ i

4 108 A. GHAFOOR, J. WANG, AND V. SREERAM Lemma 2 22: Let H hr z 1, z 2 = H hr1 z 1 H hr2 z 2 be the 2-D reduced order model obtained from 1-D optimal Hankel norm approximation, then H hr z 1, z 2 is 2-D stable. Furthermore, the frequency response error is bounded by Hz 1, z 2 H hr z 1, z 2 n m m r D µ i σ i + D σ i + 3 m n σ i µ i i=m r+1 i=m r i=n r+1 Alternatively for H hr z 1, z 2 = H hr2 z 2 H hr1 z 1, the frequency response error is bounded by Hz 1, z 2 H hr z 1, z 2 n r n m m D µ i + 3 µ i σ i + D σ i n µ i i=n r+1 i=m r+1 i=n r+1 3. MAIN RESULS In this section we present a frequency weighted balanced technique for 2-D separable denominator discrete systems. his is based on an extension of the well-known frequency weighted balanced model reduction technique 19. As illustrated in Figure 2, the weighted-input-to-state and the state-to-weightedoutput auxiliary transfer function matrices H i z 1, z 2 and H o z 1, z 2 are defined as 3 4 H i z 1, z 2 = z 1 I m z 2 I n A 1 BW i z 1, z 2 = Ĉiz 1 I m+mi z 2 I n+ni Âi 1 ˆBi H o z 1, z 2 = W o z 1, z 2 Cz 1 I m z 2 I n A 1 = Ĉoz 1 I m+mo z 2 I n+no Âo 1 ˆBo where Figure 2. Auxiliary transfer function matrices

5 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS 109  i = ˆB i = Âi1  i2  i3 ˆBi1  i4 = ˆB i2 = B D i B i1 B 2 D i B i2 A 1 B C i1 A B C i2 0 A i1 0 A i2 0 B 2 C i1 A 4 B 2 C i2 0 A i3 0 A i4 Ĉ i = I Ĉ i1 Ĉ i2 = 0 0 I 0 A 1 0 A 0 Âo1   o = o2 = B o1 C 1 A o1 B o1 C A o2  o3  o4 0 0 A 4 0 B o2 C 1 A o3 B o2 C A o4 I 0 ˆBo1 ˆB o = = 0 0 ˆB o2 0 I 0 0 Ĉ o = Ĉ o1 Ĉ o2 = Do C 1 C o1 D o C C o2 It is obvious that auxiliary systems H i z 1, z 2 and H o z 1, z 2 are stable since systems Hz 1, z 2, W i z 1, z 2 and W o z 1, z 2 are stable. he 2-D frequency weighted Gramians 5 ˆP i = ˆPi1 ˆPi2 = ˆP i3 ˆPi4 ˆP i11 ˆPi12 ˆPi21 ˆPi22 ˆP i12 ˆP i14 ˆPi23 ˆPi24 ˆP i21 ˆP i23 ˆP i41 ˆPi42 6 ˆQ o = ˆQo1 ˆQo2 = ˆQ o3 ˆQo4 ˆP i22 ˆP i24 ˆP i42 ˆP i44 ˆQ o11 ˆQo12 ˆQo21 ˆQo22 ˆQ o12 ˆQ o14 ˆQo23 ˆQo24 ˆQ o21 ˆQ o23 ˆQ o41 ˆQo42 ˆQ o22 ˆQ o24 ˆQ o42 ˆQ o44 satisfy following Lyapunov equations 7 8  i ˆPi  i ˆP i + ˆB i ˆB i = 0  o ˆQ o  o ˆQ o + Ĉ o Ĉo = 0 he 1,1 block of equation 8 and 3,3 block of equation 7, respectively yield A 1 ˆQ o11 A 1 ˆQ o11 + Y 1 = 0 A 4 ˆPi41 A 4 ˆP i41 + X 4 = 0

6 110 A. GHAFOOR, J. WANG, AND V. SREERAM where 9 10 Y 1 = A 1 ˆQ o12 B o1 C 1 + A 1 ˆQ o22 B o2 C 1 + B o1 C 1 ˆQ o12 A 1 + B o1 C 1 ˆQo14 B o1 C 1 + B o1 C 1 ˆQo24 B o2 C 1 + B o2 C 1 ˆQ o22 A 1 + B o2 C 1 ˆQ o24 B o1 C 1 + B o2 C 1 ˆQo44 B o2 C 1 + D o C 1 D o C 1 X 4 = B 2 C i1 ˆPi14 B 2 C i1 + B 2 C i1 ˆPi23 A 4 + B 2 C i1 ˆPi24 B 2 C i2 + A 4 ˆP i23 B 2 C i1 + A 4 ˆPi42 B 2 C i2 + B 2 C i2 ˆP i24 B 2 C i1 + B 2 C i2 ˆP i42 A 4 + B 2 C i2 ˆPi44 B 2 C i2 + B 2 D i B 2 D i Since X 4 and Y 1 are symmetric, there are orthogonal matrices U 4, V 1, and diagonal matrices S 4, H 1, such that 11 X 4 = U 4 S 4 U4 12 Y 1 = V 1 H 1 V1 where S 4 = diags 41, s 42,, s 4n, H 1 = diagh 11, h 12,, h 1m, s 41 s 42 s 4n 0, h 11 h 12 h 1m 0, rank X 4 = i 4 and rank Y 1 = j 1. Let us define new matrices B 4 and C 1 as follows: B 4 := U 4 diag s , s ,, s 4i4 1 2, 0,, 0 C 1 := diag h , h ,, h 1j1 1 2, 0,, 0V 1 Lemma 3: Assume that then following relationships hold where rank B4 B 2 = rank B4 C1 rank = rank C C 1 1 B 2 = B 4 K 4 C 1 = L 1 C1 K 4 = diag s , s ,, s 4i4 1 2, 0,, 0U 4 B 2 L 1 = C 1 V 1 diag h , h ,, h 1j1 1 2, 0,, 0 Proof: Similar to that in 19. Remark 1: It is shown in 19 that the assumption 13 and 14 are almost always true. Note that in the expression 10, every term can be expressed as B 2 or B2 or B 2 B2, which is exactly same as in 19, here is some matrix which does not affect our analysis. So the assumption 13 is almost always true. Similar remark applies for 14. B Assume rank = rankb B 2 and rank C 1 C = rankc1, then there exist 2 matrices K 1 and L 2, such that 19 B = K 1 B 2 20 C = C 1 L 2 B Remark 2: he assumption rank = rankb B 2 will automatically be satisfied 2 when B 2 is full column rank. Similar remark also applies for rank C 1 C = rank C 1.

7 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS 111 Using the equations 15, 16, 19 and 20, we can define new matrices B 1new and C 4new as follows 21 B 1new := K 1 B4, C4new := C 1 L 2 then we have B B 2 C1 C = B1new B 4 K 4 := B new K 4 = L 1 C1 C4new := L1 Cnew heorem 1: he following conditions almost always hold: 1 rank B B new = rank Bnew C 2 rank = rank C C new new Proof: his result is an immediate consequence of Lemma 3 and the equations 22 and 23. Let us now consider the following minimal rank decomposition 22 A B1new B1n 24 = C4n D C 4new Dnew D 4n 1n then 25 where 26 H n z 1, z 2 = H 1n z 1 H 4n z 2 H n z 1, z 2 = C new z 1 I m z 2 I n A 1 Bnew + D new H 1n z 1 = C 1 z 1 I A 1 1 B 1n + D 1n H 4n z 2 = C 4n z 2 I A 4 1 B4 + D 4n D = L 1 Dnew K 4 Remark 3: he equation 26 is solvable for D new if and only if one of the following equivalent conditions holds 15: K4 1 rank L 1 = rank L 1 D and rank K 4 = rank. D 2 here exist matrices Y and Z such that D = L 1 Y and D = ZK 4. Remark 4: he conditions for the existence of solution for equation 26 will automatically be satisfied for strictly proper original systems. For proper systems, this condition will be satisfied when L 1 is full row rank, and K 4 is full column rank. We note that we can even get rid of this assumption see Remark 6. heorem 2: he realization { A, B new, C new, D new is stable, minimal and separable denominator. Proof: he stability and separability of the realization { A, B new, C new, D new follows from the stability and separability of the realization {A, B, C, D. Where as, the minimality of the realization { A, B new, C new, D new follows from the minimality of the realization {A, B, C, D and heorem 1. heorem 3: he realizations { A 1, B 1n, C 1, D 1n and { A4, B 4, C 4n, D 4n are stable and minimal. Proof: his result follows from equation 25 and the stability, minimality and separability of the realization { A, B new, C new, D new.

8 112 A. GHAFOOR, J. WANG, AND V. SREERAM Now let A 1 ˆP1 A 1 ˆP 1 + B 1n B 1n = 0 A 1 ˆQ 1 A 1 ˆQ 1 + C 1 C 1 = 0 A 4 ˆP4 A 4 ˆP 4 + B 4 B 4 = 0 A 4 ˆQ 4 A 4 ˆQ 4 + C 4nC 4n = 0 where ˆP 1, ˆP 4, ˆQ 1, and ˆQ 4 are positive definite. here exist two transformation matrices 1 and 4, such that 1 1 ˆP 1 1 = 1 ˆQ Σ = Σ = 0 Σ ˆP 4 4 = 4 ˆQ Λ = Λ = 0 Λ 2 where Now let A1b B 33 1nb C 1b D 1n 34 A4b B4b C 4nb D 4n Σ 1 = diagσ 1, σ 2,, σ mr Σ 2 = diagσ mr+1, σ mr+2,, σ m Λ 1 = diagλ 1, λ 2,, λ nr Λ 2 = diagλ nr+1, λ nr+2,, λ n σ 1 σ 2 σ mr > σ mr+1 σ m > 0 λ 1 λ 2 λ nr > λ nr+1 λ n > 0 = = 1 1 A B 1n = C 1 1 D 1n 1 4 A B 4 C 4n 4 D 4n = A 1b1 A 1b2 B 1nb1 A 1b3 A 1b4 B 1nb2 C 1b1 C1b2 D 1n A 4b1 A 4b2 B4b1 A 4b3 A 4b4 B4b2 C 4nb1 C 4nb2 D 4n Lemma 4: he realizations { A 1b1, B 1nb1, C 1b1, D 1n and { A4b1, B 4n1, C 4nb1, D 4n are stable. Proof: he stability of the the realizations { A 1b1, B 1nb1, C 1b1, D 1n and { A4b1, B 4n1, C 4nb1, D 4n follows from the stability 14 of the reduced order models obtained via 1-D unweighted balanced truncation 13. hen we can take the truncated system H r z 1, z 2 = A r, B r, C r, D r as the weighted reduced approximation of the original system Hz 1, z 2, where 35 A r = A1b1 B 1nb1 C 4nb1 0 A 4b1 36 B r = B1nb1 D 4n B 4b1 K 4 := B r K C r = L 1 C1b1 D 1n C 4nb1 := L1 Cr D r = L 1 D 1n D 4n K 4 = D Algorithm: Given the original system Hz 1, z 2 and the weights W i z 1, z 2 and W o z 1, z 2, the frequency weighted reduced-order model is obtained using the following steps: 1 Use formulas 7-8 to compute ˆP i and ˆQ o. 2 Use formulas 9-10 to compute Y 1 and X 4.

9 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS Use formulas 12 and 11 to decompose Y 1 and X 4, respectively, to obtain C 1 = H V1, B4 = U 4 S Use formulas to compute K 1, K 4, L 1, and L 2. 5 Use formulas 21 to compute B 1new and C 4new. 6 Solve Lyapunov equations to compute ˆP 1, ˆP4, ˆQ1 and ˆQ 4. 7 Find the transformation 1 and 4 to satisfy the equation 31 and 32, respectively. 8 Compute the 1-D frequency weighted balanced realization as in equation he reduced order model is obtained using equations { Remark 5: For input weighting only, the frequency weighted realization becomes A, Bnew, C, D and consequently C replaces C 4new in equation 24. Similar remark applies when only output weighting is present. Remark 6: Note here, we can even get rid of the assumption in Remark 4 by setting D new = 0 with compatible dimension in equation 24, and later setting D r = D in equation 38. Remark 7: Although, the above algorithm is explicitly given for balanced truncation, but it is straight forward to extend/define the algorithms for almost all 1-D based reduction schemes, such as, Hankel norm approximation and singular perturbation approximation etc. heorem 4: he reduced order models obtained using the above algorithm/procedure are stable. Proof: he result follows immediately from Lemma 4 and the equation 35. heorem 5: Let the reduced order models be obtained by balanced truncation, then frequency response error is bounded by alternatively W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 n m m r 2k D 4n + 2 λ i σ i + 2k D 1n + 2 σ i i=m r+1 W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 n r m m 2k D 4n + 2 λ i σ i + 2k D 1n + 2 σ i i=m r+1 n i=n r+1 n i=n r+1 where σ i and λ i are the Hankel singular values of the system H 1n z 1 and H 4n z 2, respectively, and k = W o z 1, z 2 L 1 K 4 W i z 1, z 2. Proof: W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 = W o z 1, z 2 Cz 1 I m z 2 I n A 1 B C r z 1 I mr z 2 I nr A r 1 B r W i z 1, z 2 = Wo z 1, z 2 L 1 Cnew z 1 I m z 2 I n A 1 Bnew K 4 L 1 Cr z 1 I mr z 2 I nr A r 1 Br K 4 W i z 1, z 2 = Wo z 1, z 2 L 1 C new z 1 I m z 2 I n A 1 Bnew λ i λ i C r z 1 I mr z 2 I nr A r 1 Br K 4 W i z 1, z 2 W o z 1, z 2 L 1 Cnew z 1 I m z 2 I n A 1 Bnew C r z 1 I mr z 2 I nr A r 1 Br K 4 W i z 1, z 2

10 114 A. GHAFOOR, J. WANG, AND V. SREERAM is its re- A Bnew Ar Br Since is a balanced realization and C new Dnew C r duced order model, we have the following from Lemma 1 Dnew Cnew z 1 I m z 2 I n A 1 Bnew C r z 1 I mr z 2 I nr A r 1 Br n m m r n 2 D 4n + 2 λ i σ i + 2 D 1n + 2 σ i i=m r+1 i=n r+1 λ i he result follows. heorem 6: If the reduced order models are obtained by optimal Hankel norm approximation, then frequency response error is bounded by W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 n m m r m k D 4n + 2 λ i σ i + k D 1n + 2 σ i + 3 σ i n λ i i=m r+1 i=m r+1 i=n r+1 alternatively W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 n r n m m k D 4n + 2 λ i + 3 σ i + k D 1n + 2 σ i λ i +n r i=m r+1 n λ i i=n r+1 where σ i and λ i are the Hankel Singular values of the system H 1n z 1 and H 4n z 2, respectively, and k = W o z 1, z 2 L 1 K 4 W i z 1, z 2. Proof: he proof is similar to the proof of heorem 5 and is therefore omitted. Corollary 1: When only input weighting is present, k becomes K 4 W i z 1, z 2, similarly when only output weighting is present, k becomes W o z 1, z 2 L 1. Moreover, when no weighting is present, k = 1.

11 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS Numerical Results Consider the following system matrices corresponding to Roesser model A 1 = A 2 = A 3 = A 4 = B 1 = B 2 = C 1 = C 2 = D = Let the weighting system matrices be as following A i1 = A o1 = A i4 = A o4 = A i2 = A o = A i3 = A o3 = B i1 = B o1 = B i2 = B o2 = C i1 = C o1 = C i2 = C o2 = D i = D o = he able 1 shows the frequency weighted approximation error and error bounds for different reduced order models. he approximation error criterion used for this

12 116 A. GHAFOOR, J. WANG, AND V. SREERAM able 1. Frequency weighted errors and error bounds. Order Approximation Error Bound m r, n r Error 2, , , , , , , example is: W o z 1, z 2 Hz 1, z 2 H r z 1, z 2 W i z 1, z 2 = max W o e j2πx/x, e j2πy/y 1 x X 1 y Y He j2πx/x, e j2πy/y H r e j2πx/x, e j2πy/y W i e j2πx/x, e j2πy/y he Figure 3, Figure 4 and Figure 5 show the frequency response of the original system, the input and output weights, and the reduced order model of order 3, 3, respectively. he frequency response of the input and output weights has low pass characteristics as shown in the Figure 4. Comparing the original system and the reduced order model frequency responses, it is clear that the approximation is better at low frequencies than at high frequencies. Figure 3. Original System 5. Conclusions A new frequency weighted model reduction scheme for 2-D separable denominator discrete time systems based on frequency weighted balanced truncation method of 19 is presented. he weighting function may not necessarily be separable denominator. he reduced order models are guaranteed to be stable. he method

13 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS 117 Figure 4. Input/Output Weighting System Figure 5. Reduced Order System can be easily extendable to frequency weighted optimal Hankel norm and singular perturbation approximation. he bound on the approximation error is also given. References 1 U.M. Al-Saggaf, and G.F. Franklin, An Error Bound for Discrete Reduced Order Model of a Linear Multivariable System, IEEE ransaction on Automatic Control, AC-32, 1987, pp S. Attasi, Modeling and Recursive Estimation for Double Indexed Sequences, System Identification: Advances and Case Studies, Newyork: Academic D. F. Enns, Model Reduction with Balanced Realizations: An Error Bound and a Frequency Weighted Generalization, Proceedings of 23rd IEEE Conference on Decision and Control, 1984, pp F. Fornasini, and G. Marchesini, State Space Realization heory of wo Dimensional Filters, IEEE rans. Automat. Contr, vol 21, 1976, pp A. Ghafoor, J. Wang, and V. Sreeram Frequency-Weighted Model Reduction Method with Error Bounds for 2-D Separable Denominator Discrete Systems, Proceedings of 20 th IEEE International Symposium on Intelligent Control, 2005, pages to appear.

14 118 A. GHAFOOR, J. WANG, AND V. SREERAM 6 S. Gugercin and A. C. Antoulas, A survey of model reduction by balanced truncation and some new results, International Journal of Control, Vol. 778, pp , S. Y. Kung, B. C. Levy, M. Mori, and. Kialath, New Results in 2-D System heory, Part II: 2-D State Space Models Realization and Notions of Controllability, Observability and Minimality, Proc IEEE, vol 65, 1977, pp B. Lashgari, L. M. Silverman, and J. F. Abramatic, Approximation of 2-D Separable in Denominator Filters, IEEE rans. Circuits and Systems, vol CAS-30, no 2, 1983, pp W. S. Lu, E. B. Lee and Q.. Zhang, Balanced Approximation of wo-dimensional and Delay-Differential Systems, Int. J. Contr., vol. 46, no. 6, 1987, pp W. S. Lu, H. Luo and A. Antonio, Recent Results on Model Reduction Methods for 2-D Discrete Systems, IEEE, 1996, pp H. Lue, W. S. Lu and A. Antonio, A Weighted Quasi Balanced Realization for 2-D Discrete Systems, 29th Aslimore Conf, 1995, pp H. Luo, W. S. Lu, A. Antoniou, A weighted Balanced Approximation for 2-D Discrete Systems and its Application to Model Reduction, IEEE rans. Circuits Syst. I, vol 30, 1995, pp B.C. Moore, Principal Component Analysis in Linear Systems: Controllability, Observability, and Model Reduction, IEEE ransaction on Automatic Control, vol. AC-26, 1981, pp L. Pernebo, and L. M. Silverman, Model Reduction via Balanced State Space Representation, IEEE ransaction on Automatic Control, vol. AC-27, 1982, pp V. V. Prasolov, Problems and heorems in Linear Algebra, American Mathematical Society, Providence, Rhode Island, K. Premaratne, E. L. Jury and M. Mansour, An Algorithm for Model Reduction of 2-D Discrete ime Systems, IEEE rans. Circuits and Syst., vol. 37, no. 9, 1990, pp R. P. Roesser, A Discrete State Space Model for Linear Image Processing, IEEE rans. Automat. Contr, vol 20, 1975, pp D. Wang, A. Zilouchian and R. Carroll, Model Reduction of wo-dimensional Separablein-Denominator System via Frequency Domain Balanced Realization, 37th IEEE Conf on Decision and Control, 1998, pp G. Wang, V. Sreeram and W. Q. Liu, A New Frequency-Weighted Balanced runcation Method and an Error Bound, IEEE ransaction on Automatic Control, vol. 44, no. 9, 1999, pp C. Xiao, V. Sreeram, W.Q. Liu, and A.N. Venetsanopoulos, Identification and model reduction of 2-D systems via the extended impulse response Gramians. Automatica, vol. 34, no. 1, 1998, pp K. Zhou, J. L. Aravena, Guoxiang Gu, Dapeng Xiong, 2-D Model Reduction by Quasi- Balanced runcation and Singular Perturbation, IEEE ransaction on Circuits and Systems- II: Analog and Digital Signal Processing, vol. 41, no. 9, 1994, pp K. Zhou, Y. Li, and E. B. Lee, Model Reduction of 2-D Systems with Frequency Error Bounds, IEEE ransaction on Circuits and Systems-II: Analog and Digital Signal Processing, vol. 40, no. 2, 1993, pp he authors are with School of Electrical, Electronic and Computer Engineering, University of Western Australia, WA 6009, Australia. aghafoor@ee.uwa.edu.au, jwang@ee.uwa.edu.au and sreeram@ee.uwa.edu.au URL: sreeram

15 FREQUENCY-WEIGHED MODEL REDUCION MEHOD WIH ERROR BOUNDS 119 Abdul Ghafoor obtained his Bachelor in Electrical Engineering in 1994 from University of Engineering and echnology, Pakistan, and Master in Electrical Engineering in 2003 from National University of Sciences and echnology, Pakistan. From 1999 to 2002, he performed teaching assignments in National University of Sciences and echnology, Pakistan. Since 2003, he is a PhD candidate in the University of Western Australia. His research topic is frequency-weighted model reduction. Dr. Jing Wang, received the B.Sc and M.Sc from Information Engineering University, China in 1998 and 2001, respectively. She received her Ph.D degree from Northeastern University, China in Her PhD research focused on model reduction for descriptor systems. Since July 2004, she is a post-doctoral fellow for one year in Control Systems Research Group, School of Electrical, Electronic & Computer Engineering,University of Western Australia. Her research interests include descriptor system, model reduction, robust control and system identification. Victor Sreeram obtained Bachelor s degree in 1981 from Bangalore University, India, Master s degree in 1983 from Madras University, India, and Ph.D degree from University of Victoria, Canada in 1989, all in Electrical Engineering. He worked as a Project Engineer in the Indian Space Research Organisation from 1983 to He joined the Department of Electrical & Electronic Engineering, University of Western Australia in 1990 and he is now an Associate Professor. He has held Visiting Appointments at the Department of Systems Engineering, Australian National University during 1994, 1995 and 1996 and at the Australian elecommunication Research Institute in Curtin University of echnology during 1997 and His research interests are control and signal processing.

DURING THE last two decades, many authors have

DURING THE last two decades, many authors have 614 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I: FUNDAMENTAL THEORY AND APPLICATIONS, VOL 44, NO 7, JULY 1997 Stability the Lyapunov Equation for -Dimensional Digital Systems Chengshan Xiao, David J Hill,

More information

Filter Design for Linear Time Delay Systems

Filter Design for Linear Time Delay Systems IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 49, NO. 11, NOVEMBER 2001 2839 ANewH Filter Design for Linear Time Delay Systems E. Fridman Uri Shaked, Fellow, IEEE Abstract A new delay-dependent filtering

More information

Frequency-Domain Balanced Stochastic Truncation for Continuous and Discrete Time Systems

Frequency-Domain Balanced Stochastic Truncation for Continuous and Discrete Time Systems 80 International Journal of Control, Hamid Automation, Reza Shaker and Systems, vol. 6, no. 2, pp. 80-85, April 2008 Frequency-Domain Balanced Stochastic runcation for Continuous and Discrete ime Systems

More information

Robust Input-Output Energy Decoupling for Uncertain Singular Systems

Robust Input-Output Energy Decoupling for Uncertain Singular Systems International Journal of Automation and Computing 1 (25) 37-42 Robust Input-Output Energy Decoupling for Uncertain Singular Systems Xin-Zhuang Dong, Qing-Ling Zhang Institute of System Science, Northeastern

More information

Model Reduction for Unstable Systems

Model Reduction for Unstable Systems Model Reduction for Unstable Systems Klajdi Sinani Virginia Tech klajdi@vt.edu Advisor: Serkan Gugercin October 22, 2015 (VT) SIAM October 22, 2015 1 / 26 Overview 1 Introduction 2 Interpolatory Model

More information

LOW ORDER H CONTROLLER DESIGN: AN LMI APPROACH

LOW ORDER H CONTROLLER DESIGN: AN LMI APPROACH LOW ORDER H CONROLLER DESIGN: AN LMI APPROACH Guisheng Zhai, Shinichi Murao, Naoki Koyama, Masaharu Yoshida Faculty of Systems Engineering, Wakayama University, Wakayama 640-8510, Japan Email: zhai@sys.wakayama-u.ac.jp

More information

Model reduction for linear systems by balancing

Model reduction for linear systems by balancing Model reduction for linear systems by balancing Bart Besselink Jan C. Willems Center for Systems and Control Johann Bernoulli Institute for Mathematics and Computer Science University of Groningen, Groningen,

More information

Upper and Lower Bounds of Frequency Interval Gramians for a Class of Perturbed Linear Systems Shaker, Hamid Reza

Upper and Lower Bounds of Frequency Interval Gramians for a Class of Perturbed Linear Systems Shaker, Hamid Reza Aalborg Universitet Upper and Lower Bounds of Frequency Interval Gramians for a Class of Perturbed Linear Systems Shaker, Hamid Reza Published in: 7th IFAC Symposium on Robust Control Design DOI (link

More information

Results on stability of linear systems with time varying delay

Results on stability of linear systems with time varying delay IET Control Theory & Applications Brief Paper Results on stability of linear systems with time varying delay ISSN 75-8644 Received on 8th June 206 Revised st September 206 Accepted on 20th September 206

More information

Model reduction of bilinear systems described by input output difference equation

Model reduction of bilinear systems described by input output difference equation International Journal of Systems Science volume??, number??, Month?? 00?, pages 8 Model reduction of bilinear systems described by input output difference equation S. A. AL-BAIYAT A class of single input

More information

Second-Order Balanced Truncation for Passive Order Reduction of RLCK Circuits

Second-Order Balanced Truncation for Passive Order Reduction of RLCK Circuits IEEE RANSACIONS ON CIRCUIS AND SYSEMS II, VOL XX, NO. XX, MONH X Second-Order Balanced runcation for Passive Order Reduction of RLCK Circuits Boyuan Yan, Student Member, IEEE, Sheldon X.-D. an, Senior

More information

An Even Order Symmetric B Tensor is Positive Definite

An Even Order Symmetric B Tensor is Positive Definite An Even Order Symmetric B Tensor is Positive Definite Liqun Qi, Yisheng Song arxiv:1404.0452v4 [math.sp] 14 May 2014 October 17, 2018 Abstract It is easily checkable if a given tensor is a B tensor, or

More information

arxiv: v1 [math.na] 1 Sep 2018

arxiv: v1 [math.na] 1 Sep 2018 On the perturbation of an L -orthogonal projection Xuefeng Xu arxiv:18090000v1 [mathna] 1 Sep 018 September 5 018 Abstract The L -orthogonal projection is an important mathematical tool in scientific computing

More information

LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System

LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System LMI Based Model Order Reduction Considering the Minimum Phase Characteristic of the System Gholamreza Khademi, Haniyeh Mohammadi, and Maryam Dehghani School of Electrical and Computer Engineering Shiraz

More information

LMI based Stability criteria for 2-D PSV system described by FM-2 Model

LMI based Stability criteria for 2-D PSV system described by FM-2 Model Vol-4 Issue-018 LMI based Stability criteria for -D PSV system described by FM- Model Prashant K Shah Department of Electronics Engineering SVNIT, pks@eced.svnit.ac.in Abstract Stability analysis is the

More information

Robust Gain Scheduling Synchronization Method for Quadratic Chaotic Systems With Channel Time Delay Yu Liang and Horacio J.

Robust Gain Scheduling Synchronization Method for Quadratic Chaotic Systems With Channel Time Delay Yu Liang and Horacio J. 604 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I: REGULAR PAPERS, VOL. 56, NO. 3, MARCH 2009 Robust Gain Scheduling Synchronization Method for Quadratic Chaotic Systems With Channel Time Delay Yu Liang

More information

Approximate MLD System Model of Switched Linear Systems for Model Predictive Control

Approximate MLD System Model of Switched Linear Systems for Model Predictive Control Special Issue on SICE Annual Conference 2016 SICE Journal of Control Measurement and System Integration Vol. 10 No. 3 pp. 136 140 May 2017 Approximate MLD System Model of Switched Linear Systems for Model

More information

IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS. Shumei Mu, Tianguang Chu, and Long Wang

IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS. Shumei Mu, Tianguang Chu, and Long Wang IMPULSIVE CONTROL OF DISCRETE-TIME NETWORKED SYSTEMS WITH COMMUNICATION DELAYS Shumei Mu Tianguang Chu and Long Wang Intelligent Control Laboratory Center for Systems and Control Department of Mechanics

More information

Closed-form Solutions to the Matrix Equation AX EXF = BY with F in Companion Form

Closed-form Solutions to the Matrix Equation AX EXF = BY with F in Companion Form International Journal of Automation and Computing 62), May 2009, 204-209 DOI: 101007/s11633-009-0204-6 Closed-form Solutions to the Matrix Equation AX EX BY with in Companion orm Bin Zhou Guang-Ren Duan

More information

On the connection between discrete linear repetitive processes and 2-D discrete linear systems

On the connection between discrete linear repetitive processes and 2-D discrete linear systems Multidim Syst Sign Process (217) 28:341 351 DOI 1.17/s1145-16-454-8 On the connection between discrete linear repetitive processes and 2-D discrete linear systems M. S. Boudellioua 1 K. Galkowski 2 E.

More information

Weighted balanced realization and model reduction for nonlinear systems

Weighted balanced realization and model reduction for nonlinear systems Weighted balanced realization and model reduction for nonlinear systems Daisuke Tsubakino and Kenji Fujimoto Abstract In this paper a weighted balanced realization and model reduction for nonlinear systems

More information

arxiv: v1 [math.oc] 17 Oct 2014

arxiv: v1 [math.oc] 17 Oct 2014 SiMpLIfy: A Toolbox for Structured Model Reduction Martin Biel, Farhad Farokhi, and Henrik Sandberg arxiv:1414613v1 [mathoc] 17 Oct 214 Abstract In this paper, we present a toolbox for structured model

More information

LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC COMPENSATION. Received October 2010; revised March 2011

LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC COMPENSATION. Received October 2010; revised March 2011 International Journal of Innovative Computing, Information and Control ICIC International c 22 ISSN 349-498 Volume 8, Number 5(B), May 22 pp. 3743 3754 LINEAR QUADRATIC OPTIMAL CONTROL BASED ON DYNAMIC

More information

Control for stability and Positivity of 2-D linear discrete-time systems

Control for stability and Positivity of 2-D linear discrete-time systems Manuscript received Nov. 2, 27; revised Dec. 2, 27 Control for stability and Positivity of 2-D linear discrete-time systems MOHAMMED ALFIDI and ABDELAZIZ HMAMED LESSI, Département de Physique Faculté des

More information

Model Reduction using a Frequency-Limited H 2 -Cost

Model Reduction using a Frequency-Limited H 2 -Cost Technical report from Automatic Control at Linköpings universitet Model Reduction using a Frequency-Limited H 2 -Cost Daniel Petersson, Johan Löfberg Division of Automatic Control E-mail: petersson@isy.liu.se,

More information

Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays

Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays IEEE TRANSACTIONS ON AUTOMATIC CONTROL VOL. 56 NO. 3 MARCH 2011 655 Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays Nikolaos Bekiaris-Liberis Miroslav Krstic In this case system

More information

Peter C. Müller. Introduction. - and the x 2 - subsystems are called the slow and the fast subsystem, correspondingly, cf. (Dai, 1989).

Peter C. Müller. Introduction. - and the x 2 - subsystems are called the slow and the fast subsystem, correspondingly, cf. (Dai, 1989). Peter C. Müller mueller@srm.uni-wuppertal.de Safety Control Engineering University of Wuppertal D-497 Wupperta. Germany Modified Lyapunov Equations for LI Descriptor Systems or linear time-invariant (LI)

More information

Identification of continuous-time systems from samples of input±output data: An introduction

Identification of continuous-time systems from samples of input±output data: An introduction SaÅdhanaÅ, Vol. 5, Part, April 000, pp. 75±83. # Printed in India Identification of continuous-time systems from samples of input±output data: An introduction NARESH K SINHA Department of Electrical and

More information

Control Configuration Selection for Multivariable Descriptor Systems

Control Configuration Selection for Multivariable Descriptor Systems Control Configuration Selection for Multivariable Descriptor Systems Hamid Reza Shaker and Jakob Stoustrup Abstract Control configuration selection is the procedure of choosing the appropriate input and

More information

ROBUST STABILITY TEST FOR UNCERTAIN DISCRETE-TIME SYSTEMS: A DESCRIPTOR SYSTEM APPROACH

ROBUST STABILITY TEST FOR UNCERTAIN DISCRETE-TIME SYSTEMS: A DESCRIPTOR SYSTEM APPROACH Latin American Applied Research 41: 359-364(211) ROBUS SABILIY ES FOR UNCERAIN DISCREE-IME SYSEMS: A DESCRIPOR SYSEM APPROACH W. ZHANG,, H. SU, Y. LIANG, and Z. HAN Engineering raining Center, Shanghai

More information

Network Reconstruction from Intrinsic Noise: Non-Minimum-Phase Systems

Network Reconstruction from Intrinsic Noise: Non-Minimum-Phase Systems Preprints of the 19th World Congress he International Federation of Automatic Control Network Reconstruction from Intrinsic Noise: Non-Minimum-Phase Systems David Hayden, Ye Yuan Jorge Goncalves Department

More information

Control Configuration Selection for Multivariable Descriptor Systems Shaker, Hamid Reza; Stoustrup, Jakob

Control Configuration Selection for Multivariable Descriptor Systems Shaker, Hamid Reza; Stoustrup, Jakob Aalborg Universitet Control Configuration Selection for Multivariable Descriptor Systems Shaker, Hamid Reza; Stoustrup, Jakob Published in: 2012 American Control Conference (ACC) Publication date: 2012

More information

Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays

Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays Yong He, Min Wu, Jin-Hua She Abstract This paper deals with the problem of the delay-dependent stability of linear systems

More information

Model order reduction of electrical circuits with nonlinear elements

Model order reduction of electrical circuits with nonlinear elements Model order reduction of electrical circuits with nonlinear elements Andreas Steinbrecher and Tatjana Stykel 1 Introduction The efficient and robust numerical simulation of electrical circuits plays a

More information

THE PERTURBATION BOUND FOR THE SPECTRAL RADIUS OF A NON-NEGATIVE TENSOR

THE PERTURBATION BOUND FOR THE SPECTRAL RADIUS OF A NON-NEGATIVE TENSOR THE PERTURBATION BOUND FOR THE SPECTRAL RADIUS OF A NON-NEGATIVE TENSOR WEN LI AND MICHAEL K. NG Abstract. In this paper, we study the perturbation bound for the spectral radius of an m th - order n-dimensional

More information

Convex Optimization Approach to Dynamic Output Feedback Control for Delay Differential Systems of Neutral Type 1,2

Convex Optimization Approach to Dynamic Output Feedback Control for Delay Differential Systems of Neutral Type 1,2 journal of optimization theory and applications: Vol. 127 No. 2 pp. 411 423 November 2005 ( 2005) DOI: 10.1007/s10957-005-6552-7 Convex Optimization Approach to Dynamic Output Feedback Control for Delay

More information

H 2 -optimal model reduction of MIMO systems

H 2 -optimal model reduction of MIMO systems H 2 -optimal model reduction of MIMO systems P. Van Dooren K. A. Gallivan P.-A. Absil Abstract We consider the problem of approximating a p m rational transfer function Hs of high degree by another p m

More information

Research Article Stabilization Analysis and Synthesis of Discrete-Time Descriptor Markov Jump Systems with Partially Unknown Transition Probabilities

Research Article Stabilization Analysis and Synthesis of Discrete-Time Descriptor Markov Jump Systems with Partially Unknown Transition Probabilities Research Journal of Applied Sciences, Engineering and Technology 7(4): 728-734, 214 DOI:1.1926/rjaset.7.39 ISSN: 24-7459; e-issn: 24-7467 214 Maxwell Scientific Publication Corp. Submitted: February 25,

More information

STABILITY ANALYSIS FOR DISCRETE T-S FUZZY SYSTEMS

STABILITY ANALYSIS FOR DISCRETE T-S FUZZY SYSTEMS INERNAIONAL JOURNAL OF INFORMAION AND SYSEMS SCIENCES Volume, Number 3-4, Pages 339 346 c 005 Institute for Scientific Computing and Information SABILIY ANALYSIS FOR DISCREE -S FUZZY SYSEMS IAOGUANG YANG,

More information

Model reduction of large-scale dynamical systems

Model reduction of large-scale dynamical systems Model reduction of large-scale dynamical systems Lecture III: Krylov approximation and rational interpolation Thanos Antoulas Rice University and Jacobs University email: aca@rice.edu URL: www.ece.rice.edu/

More information

Clustering-based State Aggregation of Dynamical Networks

Clustering-based State Aggregation of Dynamical Networks Clustering-based State Aggregation of Dynamical Networks Takayuki Ishizaki Ph.D. from Tokyo Institute of Technology (March 2012) Research Fellow of the Japan Society for the Promotion of Science More than

More information

The model reduction algorithm proposed is based on an iterative two-step LMI scheme. The convergence of the algorithm is not analyzed but examples sho

The model reduction algorithm proposed is based on an iterative two-step LMI scheme. The convergence of the algorithm is not analyzed but examples sho Model Reduction from an H 1 /LMI perspective A. Helmersson Department of Electrical Engineering Linkoping University S-581 8 Linkoping, Sweden tel: +6 1 816 fax: +6 1 86 email: andersh@isy.liu.se September

More information

On linear quadratic optimal control of linear time-varying singular systems

On linear quadratic optimal control of linear time-varying singular systems On linear quadratic optimal control of linear time-varying singular systems Chi-Jo Wang Department of Electrical Engineering Southern Taiwan University of Technology 1 Nan-Tai Street, Yungkung, Tainan

More information

Solutions to the generalized Sylvester matrix equations by a singular value decomposition

Solutions to the generalized Sylvester matrix equations by a singular value decomposition Journal of Control Theory Applications 2007 5 (4) 397 403 DOI 101007/s11768-006-6113-0 Solutions to the generalized Sylvester matrix equations by a singular value decomposition Bin ZHOU Guangren DUAN (Center

More information

Stability Analysis of Linear Systems with Time-varying State and Measurement Delays

Stability Analysis of Linear Systems with Time-varying State and Measurement Delays Proceeding of the th World Congress on Intelligent Control and Automation Shenyang, China, June 29 - July 4 24 Stability Analysis of Linear Systems with ime-varying State and Measurement Delays Liang Lu

More information

A q x k+q + A q 1 x k+q A 0 x k = 0 (1.1) where k = 0, 1, 2,..., N q, or equivalently. A(σ)x k = 0, k = 0, 1, 2,..., N q (1.

A q x k+q + A q 1 x k+q A 0 x k = 0 (1.1) where k = 0, 1, 2,..., N q, or equivalently. A(σ)x k = 0, k = 0, 1, 2,..., N q (1. A SPECTRAL CHARACTERIZATION OF THE BEHAVIOR OF DISCRETE TIME AR-REPRESENTATIONS OVER A FINITE TIME INTERVAL E.N.Antoniou, A.I.G.Vardulakis, N.P.Karampetakis Aristotle University of Thessaloniki Faculty

More information

6.241 Dynamic Systems and Control

6.241 Dynamic Systems and Control 6.241 Dynamic Systems and Control Lecture 22: Balanced Realization Readings: DDV, Chapter 26 Emilio Frazzoli Aeronautics and Astronautics Massachusetts Institute of Technology April 27, 2011 E. Frazzoli

More information

arxiv: v1 [math.ra] 11 Aug 2014

arxiv: v1 [math.ra] 11 Aug 2014 Double B-tensors and quasi-double B-tensors Chaoqian Li, Yaotang Li arxiv:1408.2299v1 [math.ra] 11 Aug 2014 a School of Mathematics and Statistics, Yunnan University, Kunming, Yunnan, P. R. China 650091

More information

The Solvability Conditions for the Inverse Eigenvalue Problem of Hermitian and Generalized Skew-Hamiltonian Matrices and Its Approximation

The Solvability Conditions for the Inverse Eigenvalue Problem of Hermitian and Generalized Skew-Hamiltonian Matrices and Its Approximation The Solvability Conditions for the Inverse Eigenvalue Problem of Hermitian and Generalized Skew-Hamiltonian Matrices and Its Approximation Zheng-jian Bai Abstract In this paper, we first consider the inverse

More information

SIMPLE CONDITIONS FOR PRACTICAL STABILITY OF POSITIVE FRACTIONAL DISCRETE TIME LINEAR SYSTEMS

SIMPLE CONDITIONS FOR PRACTICAL STABILITY OF POSITIVE FRACTIONAL DISCRETE TIME LINEAR SYSTEMS Int. J. Appl. Math. Comput. Sci., 2009, Vol. 19, No. 2, 263 269 DOI: 10.2478/v10006-009-0022-6 SIMPLE CONDITIONS FOR PRACTICAL STABILITY OF POSITIVE FRACTIONAL DISCRETE TIME LINEAR SYSTEMS MIKOŁAJ BUSŁOWICZ,

More information

Gramians based model reduction for hybrid switched systems

Gramians based model reduction for hybrid switched systems Gramians based model reduction for hybrid switched systems Y. Chahlaoui Younes.Chahlaoui@manchester.ac.uk Centre for Interdisciplinary Computational and Dynamical Analysis (CICADA) School of Mathematics

More information

Reachability, Observability and Minimality for a Class of 2D Continuous-Discrete Systems

Reachability, Observability and Minimality for a Class of 2D Continuous-Discrete Systems Proceedings of the 7th WSEAS International Conference on Systems Theory and Scientific Computation, Athens, Greece, August 24-26, 27 Reachability, Observability and Minimality for a Class of 2D Continuous-Discrete

More information

Identification of modal parameters from ambient vibration data using eigensystem realization algorithm with correlation technique

Identification of modal parameters from ambient vibration data using eigensystem realization algorithm with correlation technique Journal of Mechanical Science and Technology 4 (1) (010) 377~38 www.springerlink.com/content/1738-494x DOI 107/s106-010-1005-0 Identification of modal parameters from ambient vibration data using eigensystem

More information

Introduction to Model Order Reduction

Introduction to Model Order Reduction Introduction to Model Order Reduction Lecture 1: Introduction and overview Henrik Sandberg Kin Cheong Sou Automatic Control Lab, KTH ACCESS Specialized Course Graduate level Ht 2010, period 1 1 Overview

More information

MODEL REDUCTION OF SWITCHED SYSTEMS BASED ON SWITCHING GENERALIZED GRAMIANS. Received May 2011; revised September 2011

MODEL REDUCTION OF SWITCHED SYSTEMS BASED ON SWITCHING GENERALIZED GRAMIANS. Received May 2011; revised September 2011 International Journal of Innovative Computing, Information and Control ICIC International c 2012 ISSN 1349-4198 Volume 8, Number 7(B), July 2012 pp. 5025 5044 MODEL REDUCTION OF SWITCHED SYSTEMS BASED

More information

An LMI Approach to Robust Controller Designs of Takagi-Sugeno fuzzy Systems with Parametric Uncertainties

An LMI Approach to Robust Controller Designs of Takagi-Sugeno fuzzy Systems with Parametric Uncertainties An LMI Approach to Robust Controller Designs of akagi-sugeno fuzzy Systems with Parametric Uncertainties Li Qi and Jun-You Yang School of Electrical Engineering Shenyang University of echnolog Shenyang,

More information

Delay-dependent Stability Analysis for Markovian Jump Systems with Interval Time-varying-delays

Delay-dependent Stability Analysis for Markovian Jump Systems with Interval Time-varying-delays International Journal of Automation and Computing 7(2), May 2010, 224-229 DOI: 10.1007/s11633-010-0224-2 Delay-dependent Stability Analysis for Markovian Jump Systems with Interval Time-varying-delays

More information

Fixed-Order Robust H Filter Design for Markovian Jump Systems With Uncertain Switching Probabilities

Fixed-Order Robust H Filter Design for Markovian Jump Systems With Uncertain Switching Probabilities IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 54, NO. 4, APRIL 2006 1421 Fixed-Order Robust H Filter Design for Markovian Jump Systems With Uncertain Switching Probabilities Junlin Xiong and James Lam,

More information

Singular Value Decomposition Based Model Order Reduction Techniques

Singular Value Decomposition Based Model Order Reduction Techniques Singular Value Decomposition Based Model Order Reduction Techniques by Ahmad Jazlan Bin Haja Mohideen A thesis submitted to the School of Electrical, Electronic and Computer Engineering in partial fulfilment

More information

Frequency interval balanced truncation of discretetime bilinear systems

Frequency interval balanced truncation of discretetime bilinear systems Jazlan et al., Cogent Engineering 206, 3: 203082 SYSTEMS & CONTROL RESEARCH ARTICLE Frequency interval balanced truncation of discretetime bilinear systems Ahmad Jazlan,2 *, Victor Sreeram, Hamid Reza

More information

Journal of Symbolic Computation. On the Berlekamp/Massey algorithm and counting singular Hankel matrices over a finite field

Journal of Symbolic Computation. On the Berlekamp/Massey algorithm and counting singular Hankel matrices over a finite field Journal of Symbolic Computation 47 (2012) 480 491 Contents lists available at SciVerse ScienceDirect Journal of Symbolic Computation journal homepage: wwwelseviercom/locate/jsc On the Berlekamp/Massey

More information

APPROXIMATE REALIZATION OF VALVE DYNAMICS WITH TIME DELAY

APPROXIMATE REALIZATION OF VALVE DYNAMICS WITH TIME DELAY APPROXIMATE REALIZATION OF VALVE DYNAMICS WITH TIME DELAY Jan van Helvoirt,,1 Okko Bosgra, Bram de Jager Maarten Steinbuch Control Systems Technology Group, Mechanical Engineering Department, Technische

More information

Throughout these notes we assume V, W are finite dimensional inner product spaces over C.

Throughout these notes we assume V, W are finite dimensional inner product spaces over C. Math 342 - Linear Algebra II Notes Throughout these notes we assume V, W are finite dimensional inner product spaces over C 1 Upper Triangular Representation Proposition: Let T L(V ) There exists an orthonormal

More information

Research Article Constrained Solutions of a System of Matrix Equations

Research Article Constrained Solutions of a System of Matrix Equations Journal of Applied Mathematics Volume 2012, Article ID 471573, 19 pages doi:10.1155/2012/471573 Research Article Constrained Solutions of a System of Matrix Equations Qing-Wen Wang 1 and Juan Yu 1, 2 1

More information

ON THE REALIZATION OF 2D LATTICE-LADDER DISCRETE FILTERS

ON THE REALIZATION OF 2D LATTICE-LADDER DISCRETE FILTERS Journal of Circuits Systems and Computers Vol. 3 No. 5 (2004) 5 c World Scientific Publishing Company ON THE REALIZATION OF 2D LATTICE-LADDER DISCRETE FILTERS GEORGE E. ANTONIOU Department of Computer

More information

NORMS ON SPACE OF MATRICES

NORMS ON SPACE OF MATRICES NORMS ON SPACE OF MATRICES. Operator Norms on Space of linear maps Let A be an n n real matrix and x 0 be a vector in R n. We would like to use the Picard iteration method to solve for the following system

More information

FIR Filters for Stationary State Space Signal Models

FIR Filters for Stationary State Space Signal Models Proceedings of the 17th World Congress The International Federation of Automatic Control FIR Filters for Stationary State Space Signal Models Jung Hun Park Wook Hyun Kwon School of Electrical Engineering

More information

Solutions to generalized Sylvester matrix equation by Schur decomposition

Solutions to generalized Sylvester matrix equation by Schur decomposition International Journal of Systems Science Vol 8, No, May 007, 9 7 Solutions to generalized Sylvester matrix equation by Schur decomposition BIN ZHOU* and GUANG-REN DUAN Center for Control Systems and Guidance

More information

Simultaneous State and Fault Estimation for Descriptor Systems using an Augmented PD Observer

Simultaneous State and Fault Estimation for Descriptor Systems using an Augmented PD Observer Preprints of the 19th World Congress The International Federation of Automatic Control Simultaneous State and Fault Estimation for Descriptor Systems using an Augmented PD Observer Fengming Shi*, Ron J.

More information

Filtering for Linear Systems with Error Variance Constraints

Filtering for Linear Systems with Error Variance Constraints IEEE RANSACIONS ON SIGNAL PROCESSING, VOL. 48, NO. 8, AUGUS 2000 2463 application of the one-step extrapolation procedure of [3], it is found that the existence of signal z(t) is not valid in the space

More information

2nd Symposium on System, Structure and Control, Oaxaca, 2004

2nd Symposium on System, Structure and Control, Oaxaca, 2004 263 2nd Symposium on System, Structure and Control, Oaxaca, 2004 A PROJECTIVE ALGORITHM FOR STATIC OUTPUT FEEDBACK STABILIZATION Kaiyang Yang, Robert Orsi and John B. Moore Department of Systems Engineering,

More information

Generalized Function Projective Lag Synchronization in Fractional-Order Chaotic Systems

Generalized Function Projective Lag Synchronization in Fractional-Order Chaotic Systems Generalized Function Projective Lag Synchronization in Fractional-Order Chaotic Systems Yancheng Ma Guoan Wu and Lan Jiang denotes fractional order of drive system Abstract In this paper a new synchronization

More information

Auxiliary signal design for failure detection in uncertain systems

Auxiliary signal design for failure detection in uncertain systems Auxiliary signal design for failure detection in uncertain systems R. Nikoukhah, S. L. Campbell and F. Delebecque Abstract An auxiliary signal is an input signal that enhances the identifiability of a

More information

Deconvolution Filtering of 2-D Digital Systems

Deconvolution Filtering of 2-D Digital Systems IEEE TRANSACTIONS ON SIGNAL PROCESSING, VOL. 50, NO. 9, SEPTEMBER 2002 2319 H Deconvolution Filtering of 2-D Digital Systems Lihua Xie, Senior Member, IEEE, Chunling Du, Cishen Zhang, and Yeng Chai Soh

More information

KTH. Access to the published version may require subscription.

KTH. Access to the published version may require subscription. KTH This is an accepted version of a paper published in IEEE Transactions on Automatic Control. This paper has been peer-reviewed but does not include the final publisher proof-corrections or journal pagination.

More information

only nite eigenvalues. This is an extension of earlier results from [2]. Then we concentrate on the Riccati equation appearing in H 2 and linear quadr

only nite eigenvalues. This is an extension of earlier results from [2]. Then we concentrate on the Riccati equation appearing in H 2 and linear quadr The discrete algebraic Riccati equation and linear matrix inequality nton. Stoorvogel y Department of Mathematics and Computing Science Eindhoven Univ. of Technology P.O. ox 53, 56 M Eindhoven The Netherlands

More information

Model reduction of interconnected systems

Model reduction of interconnected systems Model reduction of interconnected systems A Vandendorpe and P Van Dooren 1 Introduction Large scale linear systems are often composed of subsystems that interconnect to each other Instead of reducing the

More information

Parallel Singular Value Decomposition. Jiaxing Tan

Parallel Singular Value Decomposition. Jiaxing Tan Parallel Singular Value Decomposition Jiaxing Tan Outline What is SVD? How to calculate SVD? How to parallelize SVD? Future Work What is SVD? Matrix Decomposition Eigen Decomposition A (non-zero) vector

More information

Stability preserving post-processing methods applied in the Loewner framework

Stability preserving post-processing methods applied in the Loewner framework Ion Victor Gosea and Athanasios C. Antoulas (Jacobs University Bremen and Rice University May 11, 2016 Houston 1 / 20 Stability preserving post-processing methods applied in the Loewner framework Ion Victor

More information

Norm invariant discretization for sampled-data fault detection

Norm invariant discretization for sampled-data fault detection Automatica 41 (25 1633 1637 www.elsevier.com/locate/automatica Technical communique Norm invariant discretization for sampled-data fault detection Iman Izadi, Tongwen Chen, Qing Zhao Department of Electrical

More information

Model reduction of large-scale systems by least squares

Model reduction of large-scale systems by least squares Model reduction of large-scale systems by least squares Serkan Gugercin Department of Mathematics, Virginia Tech, Blacksburg, VA, USA gugercin@mathvtedu Athanasios C Antoulas Department of Electrical and

More information

H 2 optimal model reduction - Wilson s conditions for the cross-gramian

H 2 optimal model reduction - Wilson s conditions for the cross-gramian H 2 optimal model reduction - Wilson s conditions for the cross-gramian Ha Binh Minh a, Carles Batlle b a School of Applied Mathematics and Informatics, Hanoi University of Science and Technology, Dai

More information

Algorithm to Compute Minimal Nullspace Basis of a Polynomial Matrix

Algorithm to Compute Minimal Nullspace Basis of a Polynomial Matrix Proceedings of the 19th International Symposium on Mathematical heory of Networks and Systems MNS 1 5 9 July, 1 Budapest, Hungary Algorithm to Compute Minimal Nullspace Basis of a Polynomial Matrix S.

More information

Krylov Techniques for Model Reduction of Second-Order Systems

Krylov Techniques for Model Reduction of Second-Order Systems Krylov Techniques for Model Reduction of Second-Order Systems A Vandendorpe and P Van Dooren February 4, 2004 Abstract The purpose of this paper is to present a Krylov technique for model reduction of

More information

Optimal Sensor and Actuator Location for Descriptor Systems using Generalized Gramians and Balanced Realizations

Optimal Sensor and Actuator Location for Descriptor Systems using Generalized Gramians and Balanced Realizations Optimal Sensor and Actuator Location for Descriptor Systems using Generalized Gramians and Balanced Realizations B. MARX D. KOENIG D. GEORGES Laboratoire d Automatique de Grenoble (UMR CNRS-INPG-UJF B.P.

More information

Projection of state space realizations

Projection of state space realizations Chapter 1 Projection of state space realizations Antoine Vandendorpe and Paul Van Dooren Department of Mathematical Engineering Université catholique de Louvain B-1348 Louvain-la-Neuve Belgium 1.0.1 Description

More information

NONLINEAR SAMPLED-DATA OBSERVER DESIGN VIA APPROXIMATE DISCRETE-TIME MODELS AND EMULATION

NONLINEAR SAMPLED-DATA OBSERVER DESIGN VIA APPROXIMATE DISCRETE-TIME MODELS AND EMULATION NONLINEAR SAMPLED-DAA OBSERVER DESIGN VIA APPROXIMAE DISCREE-IME MODELS AND EMULAION Murat Arcak Dragan Nešić Department of Electrical, Computer, and Systems Engineering Rensselaer Polytechnic Institute

More information

Method of unsteady aerodynamic forces approximation for aeroservoelastic interactions

Method of unsteady aerodynamic forces approximation for aeroservoelastic interactions Method of unsteady aerodynamic forces approximation for aeroservoelastic interactions Iulian Cotoi Ecole de Technologie Supérieure, 1100 Notre Dame O., Montréal, QC, Canada, H3C1K3 Ruxandra M. Botez Ecole

More information

On Design of Reduced-Order H Filters for Discrete-Time Systems from Incomplete Measurements

On Design of Reduced-Order H Filters for Discrete-Time Systems from Incomplete Measurements Proceedings of the 47th IEEE Conference on Decision and Control Cancun, Mexico, Dec. 9-11, 2008 On Design of Reduced-Order H Filters for Discrete-Time Systems from Incomplete Measurements Shaosheng Zhou

More information

To appear in IEEE Trans. on Automatic Control Revised 12/31/97. Output Feedback

To appear in IEEE Trans. on Automatic Control Revised 12/31/97. Output Feedback o appear in IEEE rans. on Automatic Control Revised 12/31/97 he Design of Strictly Positive Real Systems Using Constant Output Feedback C.-H. Huang P.A. Ioannou y J. Maroulas z M.G. Safonov x Abstract

More information

H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions

H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions IEEE TRANSACTIONS ON FUZZY SYSTEMS, VOL 11, NO 2, APRIL 2003 271 H State-Feedback Controller Design for Discrete-Time Fuzzy Systems Using Fuzzy Weighting-Dependent Lyapunov Functions Doo Jin Choi and PooGyeon

More information

Curriculum Vitae Bin Liu

Curriculum Vitae Bin Liu Curriculum Vitae Bin Liu 1 Contact Address Dr. Bin Liu Queen Elizabeth II Fellow, Research School of Engineering, The Australian National University, ACT, 0200 Australia Phone: +61 2 6125 8800 Email: Bin.Liu@anu.edu.au

More information

(Refer Slide Time: )

(Refer Slide Time: ) Digital Signal Processing Prof. S. C. Dutta Roy Department of Electrical Engineering Indian Institute of Technology, Delhi FIR Lattice Synthesis Lecture - 32 This is the 32nd lecture and our topic for

More information

Decentralized Multirate Control of Interconnected Systems

Decentralized Multirate Control of Interconnected Systems Decentralized Multirate Control of Interconnected Systems LUBOMIR BAKULE JOSEF BOHM Institute of Information Theory and Automation Academy of Sciences of the Czech Republic Prague CZECH REPUBLIC Abstract:

More information

Research Article Convex Polyhedron Method to Stability of Continuous Systems with Two Additive Time-Varying Delay Components

Research Article Convex Polyhedron Method to Stability of Continuous Systems with Two Additive Time-Varying Delay Components Applied Mathematics Volume 202, Article ID 689820, 3 pages doi:0.55/202/689820 Research Article Convex Polyhedron Method to Stability of Continuous Systems with Two Additive Time-Varying Delay Components

More information

Lifted approach to ILC/Repetitive Control

Lifted approach to ILC/Repetitive Control Lifted approach to ILC/Repetitive Control Okko H. Bosgra Maarten Steinbuch TUD Delft Centre for Systems and Control TU/e Control System Technology Dutch Institute of Systems and Control DISC winter semester

More information

Algebraic Algorithm for 2D Stability Test Based on a Lyapunov Equation. Abstract

Algebraic Algorithm for 2D Stability Test Based on a Lyapunov Equation. Abstract Algebraic Algorithm for 2D Stability Test Based on a Lyapunov Equation Minoru Yamada Li Xu Osami Saito Abstract Some improvements have been proposed for the algorithm of Agathoklis such that 2D stability

More information

Applied Mathematics Letters

Applied Mathematics Letters Applied Mathematics Letters 24 (2011) 797 802 Contents lists available at ScienceDirect Applied Mathematics Letters journal homepage: wwwelseviercom/locate/aml Model order determination using the Hankel

More information

Fourier Model Reduction for Large-Scale Applications in Computational Fluid Dynamics

Fourier Model Reduction for Large-Scale Applications in Computational Fluid Dynamics Fourier Model Reduction for Large-Scale Applications in Computational Fluid Dynamics K. Willcox and A. Megretski A new method, Fourier model reduction (FMR), for obtaining stable, accurate, low-order models

More information

A Novel Scheme for Positive Real Balanced Truncation

A Novel Scheme for Positive Real Balanced Truncation A Novel Scheme for Positive Real Balanced runcation Kari Unneland, Paul Van Dooren and Olav Egeland Abstract Here, model reduction, based on balanced truncation, of stable and passive systems will be considered.

More information