Finite-time balanced truncation for linear systems via shifted Legendre polynomials

Abstract

In this paper, we present a finite-time model order reduction method for linear systems via shifted Legendre polynomials. The main idea of the approach is to use finite-time empirical Gramians, which are constructed from impulse responses by solving block tridiagonal linear systems, to generate approximate balanced system for the large-scale system. The balancing transformation is directly computed from the expansion coefficients of impulse responses in the space spanned by shifted Legendre polynomials, without individual reduction of the Gramians and a separate eigenvector solve. Then, the reduced-order model is constructed by truncating the states corresponding to the small approximate Hankel singular values (HSVs). The stability preservation of the reduced model is briefly discussed. And in combination with the dominant subspace projection method, we modify the reduction procedure to alleviate the shortcomings of the above method, which may unexpectedly lead to unstable systems even though the original one is stable. Furthermore, the properties of the resulting reduced models are considered. Finally, numerical experiments are given to demonstrate the effectiveness of the proposed methods.