Parallel Implementation of LQG Balanced Truncation for Large-Scale Systems

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. Key words: model reduction, LQG balancing, algebraic Riccati equation, Newton’s method, parallel algorithms.

• Type: Conference
• Year: 2007
• Where: LSSC
• Authors: José M. Badía, Peter Benner, Rafael Mayo, Enrique S. Quintana-Ortí, Gregorio Quintana-Ortí, Alfredo Remón
• Keywords: Applied Computing, Large-scale Control Problems, LQG Balanced Truncation, LSSC 2007, Model Reduction