Structure-preserving model reduction based on multiorder Arnoldi for discrete-time second-order systems

Abstract

This paper investigates the new structure-preserving model reduction methods based on multiorder Arnoldi for discrete-time second-order systems by using discrete Laguerre polynomials. The expansion coefficients of discrete-time second-order system and its equivalent first-order system satisfy the implicit recursive expressions in space spanned by discrete Laguerre polynomials, and then multiorder Arnoldi algorithm is applied to the implicit recursive expressions to produce the column-orthogonal matrices, where the orthogonal projection matrix for the equivalent first-order system is constructed by partitioning the resulting column-orthogonal matrix appropriately. The reduced-order systems can preserve the special structures of the original systems as well as match a desired number of expansion coefficients of the original outputs. The error estimate of output variables is also given for discrete-time second-order system. Two benchmark examples are simulated to illustrate the effectiveness of the proposed methods.