MODEL ORDER REDUCTION

METHODS
Namra Akram, Rahila malik
By Dr. Mehboob Alim

Department of Mathematics, Mirpur University of Science

and Technology, Mirpur - 10250 (AJK), Pakistan,
 Outline
 Motivation
 Objectives
 Why MOR Works?
 Classification of MOR Methods
 Moment Matching
 Krylov Subspace Method
 Arnoldi Algorithm
 Remarks
 Advanced Issues in MOR

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Motivation
 Mathematical modeling is an integral part of a control
systems engineering wherein the aim is to study
dynamical systems.
 Rising complexity in the systems give rise to need of
more accurate mathematical models.
 Lumped Parameter Systems-ODE, Distributed
Parameter System-PDE
 PDE-FEM Discretization-Large no. of ODES
 Control Design and Simulation becomes
computationally tedious.
 Rescue path: MODEL ORDER REDUCTION

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Objectives
 High Fidelity representation of the original large scale
system.

 Considerable difference between the size of MOR and

original model.

 Small approximation errors and or global error bound.

 Preservation of system properties like stability/ passivity.

 Numerically stable & efficient procedure.

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Applications

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Why MOR Works?

 The fact that large scale dynamical systems are poorly

controllable and observable becomes the workforce
behind MOR.
 Dynamics is often restricted to a smaller subspace.
 MOR methods for such systems are essentially different
ways to find this dominant subspace and project the
large system dynamics onto it.

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Why MOR works?

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Illustration

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Finding The Projection ‘Matrix’ V

How the matrix V is determined,gives rise to various methods

How the matrix V is determined, gives to various methods

 Balanced Truncation

 Krylov Subspace

 Proper Orthogonal Decomposition(for non-linear

systems)
 etc

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Classification of MOR Methods

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Moment Matching
 Moments (Definition): The coefficients of the Taylor
series expansion of a transfer function are known as
moments. Given a TF H(s), it can be expanded around
the point s=s as:
 Moment matching aims to determine a lower order
approximation H(s) of the original system H(s) such that
‘r’ moments of these match-rth order approximation.
 Explicit Moment Matching – numerically unstable.
 It is possible to achieve moment matching without
explicitly computing them, through the introduction of
the Krylov subspaces.

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Implicit Moment Matching:
Krylov Subspace Method
 Krylov Subspace is defined as:

 Similar to Controllability Matrix in control.

 Krylov vectors readily align themselves along the
dominant eigenvector –ill conditioning
 Remedy: To orthogonalize the vectors using ‘Gram-
Schmit Ortogonalization’.
 Issue: GS orthogonalization is also unstable.
 Remedy: Use Arnoldi/Lancozs methods.

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Arnoldi Method

k-step Arnoldi applied to the pair (A,B) produces a matrix with orthonormal
columns V_k. Using V_k as the projection matrix , moments upto order k can be
matched.

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Remarks
 Krylov based methods have lower number of operations
and memory requirements than conventional SVD
methods.
 Computational cost is also low as only matrix-vector
multiplications are required-no matrix factorizations or
inversions are involved.
 Applicable to MIMO systems.
However,
 Suffer with loss of orthogonality due to instability of the
classical Gram-Schmidt procedure. The remedy lies in
re-orthogonalization.
 Stopping point of iterative scheme is also an issue.
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Advanced Issues in MOR

 MOR of Nonlinear Systems

 Parametric Model Order Reduction (pMOR)

 Structure Preserving MOR

 Combinations

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