An iterative scheme for finite horizon model reduction of continuous-time linear time-varying systems

2 Sep 2023  ·  Kasturi Das, Srinivasan Krishnaswamy, Somanath Majhi ·

In this paper, we obtain the functional derivatives of a finite horizon error norm between a full-order and a reduced-order continuous-time linear time-varying (LTV) system. Based on the functional derivatives, first-order necessary conditions for optimality of the error norm are derived, and a projection-based iterative scheme for model reduction is proposed. The iterative scheme upon convergence produces reduced-order models satisfying the optimality conditions. Finally, through a numerical example, we demonstrate the better performance of the proposed model reduction scheme in comparison to the finite horizon balanced truncation algorithm for continuous-time LTV systems.

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