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Preprint 01-2011

Linear-Quadratic Gaussian Balancing for Model Reduction of Differential-Algebraic Systems

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Postscript Document

Author(s) : Jens Möckel , Timo Reis , Tatjana Stykel

Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 01-2011

MSC 2000

93B11 System structure simplification
34A09 Implicit equations, differential-algebraic equations

Abstract :
We generalize the model reduction method of linear-quadratic Gaussian balanced truncation to linear time-invariant systems governed by differential-algebraic equations. The presented method relies on the solution of generalized algebraic Riccati equations. A simple a priori error bound in the gap metric is given.

Keywords : model reduction, descriptor systems, generalized algebraic Riccati equations

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