International Journal of Control, Vol.84, No.10, 1627-1643, 2011
Linear-quadratic Gaussian balancing for model reduction of differential-algebraic systems
We generalise 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 generalised algebraic Riccati equations. A simple a priori error bound in the gap metric is given.
Keywords:model reduction;descriptor systems;balanced truncation;generalised algebraic Riccati equations;gap metric;normalized coprime factorisation