1. Balanced Truncation of Linear Time-Varying Systems.
- Author
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Sandberg, Henrik and Rantzer, Anders
- Subjects
- *
LYAPUNOV functions , *DIFFERENTIAL equations , *CALCULUS , *EQUATIONS , *ALGEBRA , *MATHEMATICS - Abstract
In this paper, balanced truncation of linear time-varying systems is studied in discrete and continuous time. Based on relatively basic calculations with time-varying Lyapunov equations/inequalities we are able to derive both upper and lower error bounds for the truncated models. These results generalize well-known time-invariant formulas. The case of time-varying state dimension is considered. Input-output stability of all truncated balanced realizations is also proven. The method is finally successfully applied to a high-order model. [ABSTRACT FROM AUTHOR]
- Published
- 2004
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