Homotopy methods for solving the optimal projection equations for the reduced order model problem

The optimal projection approach to solving the reduced order model problem produces two coupled, highly nonlinear matrix equations with rank conditions as constraints. Due to the resemblance of these equations to standard matrix Lyapunov equations, they are called modified Lyapunov equations. The proposed algorithms utilize probability-one homotopy theory as the main tool. It is shown that there is a family of systems (the homotopy) that make a continuous transformation from some initial system to the final system. With a carefully chosen initial problem a theorem guarantees that all the systems along the homotopy path will be asymptotically stable, controllable and observable. One method, which solves the equations in their original form, requires a decomposition of the projection matrix using the Drazin inverse of a matrix. It is shown that the appropriate inverse is a differentiable function. An effective algorithm for computing the derivative of the projection matrix that involves solving a set of Sylvester equations is given. Another class of methods considers the equations in a modified form, using a decomposition of the pseudogramians based on a contragredient transformation. Some freedom is left in making an exact match between the number of equations and the number of unknowns, thus effectively generating a family of methods. Three strategies are considered for balancing the number of equations and unknowns. This approach proved to be very successful on a number of examples. The tests have shown that using the ‘best’ method practically always leads to a solution.

Name thesis:degree_name

Master of Science

Level thesis:degree_level

masters

Discipline thesis:degree_discipline

Computer Science and Applications

Department dc:contributor.department

Computer Science and Applications

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

1991

Author dc:creator

• Zigic, Dragan

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Language dc:language.iso

en

Dc Identifier Other

etd-11242009-020145

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/46003