Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
作者：
Highlights：
• Projection based full state model reduction scheme for stochastic and bilinear systems.
• Detailed stability analysis including a new result on existence of reduced order reachability Gramians.
• New error bounds showing the relation between truncated eigenvalues of a Gramian and the expected model reduction error.
• Numerical experiments that show the effectiveness of the reduced systems.
摘要
•Projection based full state model reduction scheme for stochastic and bilinear systems.•Detailed stability analysis including a new result on existence of reduced order reachability Gramians.•New error bounds showing the relation between truncated eigenvalues of a Gramian and the expected model reduction error.•Numerical experiments that show the effectiveness of the reduced systems.
论文关键词：Model order reduction,Stability analysis,Error bounds,Stochastic and bilinear systems,Galerkin projection
论文评审过程：Received 12 April 2021, Revised 14 July 2021, Accepted 27 July 2021, Available online 30 October 2021, Version of Record 29 January 2022.
论文官网地址：https://doi.org/10.1016/j.amc.2021.126561
