Stabilization of projection-based reduced order models for linear time-invariant systems via optimization-based eigenvalue reassignment

Abstract

A new approach for stabilizing unstable reduced order models (ROMs) for linear time-invariant (LTI) systems through an a posteriori post-processing step applied to the algebraic ROM system is developed. The key idea is to modify the unstable eigenvalues of the ROM system by moving these eigenvalues into the stable half of the complex plane. It is demonstrated that this modification to the ROM system eigenvalues can be accomplished using full state feedback (a.k.a. pole placement) algorithms from control theory. This approach ensures that the modified ROM is stable provided the system’s unstable poles are controllable and observable; however, the accuracy of the stabilized ROM is not guaranteed. To remedy this difficulty and guarantee an accurate stabilized ROM, a constrained nonlinear least-squares optimization problem for the stabilized ROM eigenvalues in which the error in the ROM output is minimized is formulated. This optimization problem is small and therefore computationally inexpensive to solve. Performance of the proposed algorithms is evaluated on two test cases for which ROMs constructed via the proper orthogonal decomposition (POD)/Galerkin method suffer from instabilities.