Balanced model reduction of bilinear systems with applications to positive systems.

Please always quote using this URN:urn:nbn:de:0296-matheon-7065
  • We study balanced model reduction for stable bilinear systems in the limit of partly vanishing Hankel singular values. We show that the dynamics admit a splitting into fast and slow subspaces and prove an averaging principle for the slow dynamics. We illustrate our method with an example from stochastic control (density evolution of a dragged Brownian particle) and discuss issues of structure preservation and positivity.

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Metadaten
Author:Carsten Hartmann, Anastasia Zueva, Boris Schäfer-Bung
URN:urn:nbn:de:0296-matheon-7065
Referee:Volker Mehrmann
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2010/03/09
Release Date:2010/03/09
Institute:Freie Universität Berlin
Preprint Number:720
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