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研究生: 賴家朗
Lai, Jia-Lang
論文名稱: 關於二次大型動態系統模型化簡的近來發展
On Some Recent Developments in Model Reduction of Large-Scale Quadratic Dynamical System
指導教授: 王辰樹
Wang, Chern-Shuh
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2002
畢業學年度: 90
語文別: 英文
論文頁數: 43
外文關鍵詞: Low Rank, Gramian, Lyapunov equation, Transfer function, Hankel norm
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    Abstract
    The purpose of this paper is to acquire model reductions of large-scale quadratic dynamical systems. The idea for solving the problem is based on the relation between a quadratic system and its related enlarged linear system. That is, we transfer the second-order system to an enlarged first-order systems and obtain the second-order model reduction by converting the first-order model reduction to a second-order one. Next, we give a brief introduction for numerical methods of the first-order model reduction. Particularly, these methods can be categorized to two groups: (a) SVD based methods; (b)Krylov based methods. Finally, some numerical experiments are performed. The results of numerical implementation show that some serious round-off errors may occur when the first-order model reduction converts to the second-order one.
    So, we conclude that the propose methods in this paper are eventually not good enough for the second-order reduction. However, a reliable and ecient method for the model reduction of a quadratic dynamical system is still under investigation.

    Contents 1 Introduction 2 1.1 Problem statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.1.1 Reduction via rst-order balance and truncate . . . . . . . . . 3 1.1.2 Transfer rst-order form in second-order form . . . . . . . . . 4 1.2 First-order form linear dynamical system . . . . . . . . . . . . . . . 5 1.3 Measures of the accuracy of the approximation . . . . . . . . . . . . 6 2 SVD based approximation methods 7 2.1 Proper orthogonal decomposition (POP) method . . . . . . . . . . . 9 2.2 Balanced truncation method . . . . . . . . . . . . . . . . . . . . . . 9 2.2.1 The minimal control and largest observation energies . . . . . 9 2.2.2 Hankel operator, Gramians and Lyapunov equations . . . . . 10 2.2.3 Balance and truncate . . . . . . . . . . . . . . . . . . . . . . 11 2.3 Optimal Hankel norm approximation method . . . . . . . . . . . . . 13 3 Projection based method 14 3.1 Approximation by moment matching . . . . . . . . . . . . . . . . . . 14 3.1.1 Lanczos procedure . . . . . . . . . . . . . . . . . . . . . . . . 16 3.1.2 Arnoldi procedure . . . . . . . . . . . . . . . . . . . . . . . . 17 3.1.3 Implicitly restarted Arnoldi and Lanczos methods . . . . . . 18 3.1.4 Rational Krylov method . . . . . . . . . . . . . . . . . . . . . 19 3.2 Krylov subspace method . . . . . . . . . . . . . . . . . . . . . . . . . 21 3.2.1 Alternating direction implicity iteration (ADI) and LR-ADI . 21 3.2.2 Smith method . . . . . . . . . . . . . . . . . . . . . . . . . . 22 3.2.3 Low rank square root method (LRSRM) . . . . . . . . . . . . 22 3.2.4 Low rank Schur method (LRSM) . . . . . . . . . . . . . . . . 23 4 Some properties of the second-order system 24 4.1 Second-order transfer function . . . . . . . . . . . . . . . . . . . . . . 25 4.2 Second-order Gramian . . . . . . . . . . . . . . . . . . . . . . . . . . 26 4.3 Second-order singular values and balancing . . . . . . . . . . . . . . . 28 4.4 Direct second-order reduction method . . . . . . . . . . . . . . . . . 29 5 Numerical experiments 30 6 Conclusions and future work 36 References 37

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