A NEW ALGORITHM FOR L2 OPTIMAL-MODEL REDUCTION

被引：82

作者：

SPANOS, JT ^{[1
]}

MILMAN, MH ^{[1
]}

MINGORI, DL ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

来源：

AUTOMATICA | 1992年 / 28卷 / 05期

基金：

美国国家航空航天局;

关键词：

MODEL REDUCTION; OPTIMIZATION; LEAST-SQUARES APPROXIMATIONS;

D O I：

10.1016/0005-1098(92)90143-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper the quadratically optimal model reduction problem for single-input, single-output systems is considered. The reduced order model is determined by minimizing the integral of the magnitude-squared of the transfer function error. It is shown that the numerator coefficients of the optimal approximant satisfy a weighted least squares problem and, on this basis, a two-step iterative algorithm is developed combining a least squares solver with a gradient minimizer. Convergence of the proposed algorithm to stationary values of the quadratic cost function is proved. The formulation is extended to handle the frequency-weighted optimal model reduction problem. Three examples demonstrate the optimization algorithm.

引用

页码：897 / 909

页数：13

共 27 条

[1] CONTROLLER REDUCTION - CONCEPTS AND APPROACHES [J].