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