A global rational Arnoldi method for model reduction

摘要

In this paper, we propose two new approaches for model order reduction of large-scale multi-input multi-output (MIMO) linear time invariant dynamical systems (LTI). These methods are based on a generalization of the global Arnoldi algorithm which is used to generate projection subspaces. An adaptive procedure for the selection of shift parameters is proposed and some simple Arnoldi relations are established in order to compute error bounds on the transfer function. Numerical experiments showing the effectiveness of these approaches are provided.