Gugercin, Serkan (Virginia Pol. Inst. and State Univ.), Antoulas, Athanasios (Rice Univ.), Beattie, Christoper A. (Virginia Pol. Inst. and State Univ.)

A Rational Krylov Iteration for Optimal H2 Model Reduction

Scheduled for presentation during the Mini-Symposium "Dimension reduction of large-scale systems I" (ThA05), Thursday, July 27, 2006, 12:05−12:30, Room F

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on May 19, 2024

Abstract

In this paper, we address the optimal $mathcal{H}_2$ approximation of a stable, single-input single-output large-scale dynamical system. We propose an iterative rational Krylov algorithm which efficiently seeks a minimizer to the this optimization problem. The method is based on the computationally proven approaches utilizing Krylov subspaces. The proposed method is suitable for large-scale settings where the order of the system, $n$, can grow to the order of many thousands of state variables. Numerical examples illustrate the effectiveness of the method.