38.9NAMay 29
Symmetric Hermite quadrature-based balanced truncation for learning linear dynamical systems from derivative dataSean Reiter, Steffen W. R. Werner
Data-driven reduced-order modeling is an essential component in the computer-aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature-based balanced truncation algorithm that constructs linear reduced-order models from evaluations of the full-order system's transfer function and its derivative. Significantly, the Hermite formulation preserves desirable qualitative properties of the system used to generate the data, such as state-space Hermiticity and, consequently, asymptotic stability.
22.6NAJun 2
$H_2$ optimal model reduction of linear systems with multiple quadratic outputsSean Reiter, Igor Pontes Duff, Ion Victor Gosea et al.
In this work, we consider the $H_2$ optimal model reduction of dynamical systems that are linear in the state equation and up to quadratic nonlinearity in the output equation. As our primary theoretical contributions, we derive gradients of the squared $H_2$ system error with respect to the reduced model quantities and, from the stationary points of these gradients, introduce Gramian-based first-order necessary conditions for the $H_2$ optimal approximation of a linear quadratic output (LQO) system. The resulting $H_2$ optimality framework neatly generalizes the analogous Gramian-based optimality framework for purely linear systems. Computationally, we show how to enforce the necessary optimality conditions using Petrov-Galerkin projection; the corresponding projection matrices are obtained from a pair of Sylvester equations. Based on this result, we propose an iteratively corrected algorithm for the $H_2$ model reduction of LQO systems, which we refer to as LQO-TSIA (linear quadratic output two-sided iteration algorithm). Numerical examples are included to illustrate the effectiveness of the proposed computational method against other existing approaches.
39.1SYJun 2
Interpolatory Approximations of PMU Data: Dimension Reduction and Pilot SelectionSean Reiter, Mark Embree, Serkan Gugercin et al.
This work investigates the reduction of phasor measurement unit (PMU) data through low-rank matrix approximations. To reconstruct a PMU data matrix from fewer measurements, we propose the framework of interpolatory matrix decompositions (IDs). In contrast to methods relying on principal component analysis or singular value decomposition, IDs recover the complete data matrix using only a few of its rows (PMU datastreams) and/or a few of its columns (snapshots in time). This row-/column-based compression enables real-time monitoring of power transmission systems using measurements from a smaller subset of pilot datastreams, thereby minimizing communication bandwidth. The ID perspective gives a rigorous error bound on the quality of the data compression. We propose selecting the pilot measurements used in an ID via the discrete empirical interpolation method (DEIM), a greedy algorithm that aims to control the error bound. This bound yields a computable estimate of the reconstruction error during online operations. A violation of this estimate suggests a change in the system's operating conditions and thus serves as a tool for fault detection. Following a disturbance, DEIM can be used to localize the event source across all buses with high accuracy. Numerical tests on synthetic PMU data demonstrate DEIM's excellent performance in data compression and validate the proposed DEIM-based fault-detection and localization method.
33.1NAJun 2
$\mathcal{H}_2$-optimal model reduction of linear quadratic-output systems by multivariate rational interpolationSean Reiter, Ion Victor Gosea, Igor Pontes Duff et al.
This paper addresses the $\mathcal{H}_2$-optimal approximation of linear dynamical systems with quadratic-output functions, also known as linear quadratic-output systems. Our major contributions are threefold. First, we derive interpolatory first-order optimality conditions for the linear quadratic-output $\mathcal{H}_2$ minimization problem. These conditions correspond to the mixed-multipoint tangential interpolation of the full-order linear- and quadratic-output transfer functions, and generalize the Meier-Luenberger optimality framework for the $\mathcal{H}_2$-optimal model reduction of linear time-invariant systems. Second, given the optimal interpolation data, we show how to enforce the interpolatory optimality conditions explicitly by Petrov-Galerkin projection of the full-order model. Third, to find the optimal interpolation data, we build on this projection framework and propose a generalization of the iterative rational Krylov algorithm for the $\mathcal{H}_2$-optimal model reduction of linear quadratic-output systems, called LQO-IRKA. Upon convergence, LQO-IRKA produces reduced linear quadratic-output systems that satisfy the interpolatory optimality conditions. The method only requires solving shifted linear systems and matrix-vector products, thus making it suitable for large-scale problems. Numerical examples are included to illustrate the effectiveness of the proposed method.
31.6NAMay 22
Data-driven balanced truncation for second-order systems with generalized proportional dampingSean Reiter, Steffen W. R. Werner
Structured reduced-order modeling is a central component in the computer-aided design of control systems in which cheap-to-evaluate low-dimensional models with physically meaningful internal structures are computed. In this work, we develop a new approach for the structured data-driven surrogate modeling of linear dynamical systems described by second-order time derivatives via balanced truncation model-order reduction. The proposed method is a data-driven reformulation of position-velocity balanced truncation for second-order systems and generalizes the quadrature-based balanced truncation for unstructured first-order systems to the second-order case. The computed surrogates encode a generalized proportional damping structure, and we propose a computational procedure for inferring the damping coefficients from data by minimizing a least-squares error over the coefficients. Several numerical examples demonstrate the effectiveness of the proposed method.