Model Reduction for Switched Linear Systems via Generalized Lyapunov Equations

TL;DR

This paper introduces a new model reduction method for switched linear systems using generalized Lyapunov equations, addressing numerical inaccuracies and extending error bounds for improved reliability.

Contribution

It proposes the piecewise balanced reduction framework, extending classical error bounds and accounting for inexact solutions in model reduction of switched linear systems.

Findings

The PBR method effectively controls errors from inexact LMI satisfaction.

The new error bound captures the influence of piecewise constant projection matrices.

Numerical experiments support the theoretical error control.

Abstract

In this work, we study projection-based model order reduction (MOR) for switched linear systems (SLS) in control form, where the projection matrices are obtained from the solutions of generalized Lyapunov equations (GLEs). We investigate how numerical inaccuracies in solving the GLEs propagate through the MOR process and impact the accuracy and reliability of the resulting reduced-order model. This highlights the importance of accounting for such inaccuracies, motivating the introduction of a novel error bound to quantify and control the error in the approximation of the GLE solution. Moreover, classical balanced truncation error estimates for SLS are neither theoretically sound nor practically applicable, as they rely on restrictive assumptions requiring several linear matrix inequalities (LMIs) to be satisfied exactly by numerically computed GLE solutions. To address these limitations, we propose a new MOR framework for SLS, termed piecewise balanced reduction (PBR). The approach is based on solving multiple GLEs and constructing projection matrices that are piecewise constant in time. By extending the standard balanced truncation error bound for SLS, we show that the PBR framework effectively controls errors arising from inexact LMI satisfaction. In addition, the proposed error bound captures the influence of the piecewise constant in time projection matrices. Altogether, this makes the PBR approach applicable to a broad and flexible class of switched linear systems. Numerical experiments are presented to support the theoretical results.