Nonlinear Moment Matching-Based Model Order Reduction

Abstract

In this paper we present a time-domain notion of moments for a class of single-input, single-output nonlinear systems in terms of the evolution of the output of a generalized signal generator driven by the nonlinear system. We also define a new notion of moment matching and present a family of (nonlinear) parametrized reduced order models that achieve moment matching. We establish relations with existing notions of moment for nonlinear systems, showing that the newly derived and the existing families of reduced order models that achieve nonlinear moment matching, respectively, are equivalent. Furthermore, we compute the reduced order model that matches the moments at two chosen signal generators (one exciting the input of the system and another driven by the system), simultaneously. We also present a family of models computed on the basis of a nonlinear extension of the Petrov-Galerkin projection that achieve moment matching. Finally, we specialize the results to the case of nonlinear, input-affine systems.