Parallel Implementation of LQG Balanced Truncation for Large-Scale Systems

Jose M. Badía,Peter Benner,Rafael Mayo,Enrique S. Quintana-Ortí, Gregorio Quintana-Ortí,Alfredo Remón

LARGE-SCALE SCIENTIFIC COMPUTING（2009）

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摘要

Model reduction of large-scale linear time-invariant systems is an ubiquitous task in control and simulation of complex dynamical processes. We discuss how LQG balanced truncation can be applied to reduce the order of large-scale control problems arising from the spatial discretization of time-dependent partial differential equations. Numerical examples on a parallel computer demonstrate the effectiveness of our approach.

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关键词

lqg balanced truncation,algebraic riccati equa- tion,parallel implementation,model reduction,lqg balancing,time-dependent partial differential equation,ubiquitous task,parallel computer,large-scale linear time-invariant system,spatial discretization,large-scale control problem,large-scale systems,complex dynamical process,numerical example,parallel algorithms.,newton's method,newton s method,algebraic riccati equation,linear time invariant,parallel algorithms,partial differential equation,complex dynamics,parallel algorithm

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