Cross-Gramian-Based Model Reduction for Descriptor Systems

Abstract

In this paper, we explore model order reduction for large-scale square descriptor systems. A balancing-free square-root method is proposed. The balancing-free square-root method is based on two cross Gramians, one of which is known as the proper cross Gramian and the other as the improper cross Gramian. The proper cross Gramian is the unique solution of a projected generalized continuous-time Sylvester equation, and the improper cross Gramian solves a projected generalized discrete-time Sylvester equation. In order to compute the low-rank factors of these two cross Gramians, we extend the low-rank iteration of the alternating direction implicit method and the Smith method to the projected generalized Sylvester equations. We illustrate the effectiveness of the balance truncation method with one numerical example.