| Autor: | Cishen Zhang, Luowen Li, Lihua Xie |
|---|---|
| Rok vydání: | 2002 |
| Předmět: |
Mathematical optimization
Control and Optimization Optimization problem Applied Mathematics Monotonic function Lower order Management Science and Operations Research Computer Science Applications LTI system theory Discrete time and continuous time Norm (mathematics) Balanced flow Digital filter Mathematics |
| Zdroj: | Journal of Global Optimization. 23:373-399 |
| ISSN: | 0925-5001 |
| DOI: | 10.1023/a:1016543116069 |
| Popis: | This paper is concerned with the optimal model reduction for linear discrete periodic time-varying systems and digital filters. Specifically, for a given stable periodic time-varying model, we shall seek a lower order periodic time-varying model to approximate the original model in an optimal H2 norm sense. By orthogonal projections of the original model, we convert the optimal periodic model reduction problem into an unconstrained optimization problem. Two effective algorithms are then developed to solve the optimization problem. The algorithms ensure that the H2 cost decreases monotonically and converges to an optimal (local) solution. Numerical examples are given to demonstrate the computational efficiency of the proposed method. The present paper extends the optimal model reduction for linear time invariant systems to linear periodic discrete time-varying systems. |
| Databáze: | OpenAIRE |
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