IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences

Ninth Annual Graduate Student Mini-conference in Computational Mathematics

Klajdi Sinani
Virginia Tech

$\mathcal{H} _ 2(t _ f)$ optimality conditions for a finite-time horizon

  • Feb. 17, 2018
  • 10:40 a.m.
  • LeConte 412

Simulation, design, and control of large-scale dynamical systems play an important role in numerous scientific and industrial tasks. However, large-scale dynamical systems pose tremendous computational difficulties when applied in numerical simulations. In order to overcome these challenges we use model reduction. In this paper, we establish necessary $\mathcal{H} _ 2(t _ f)$ optimality conditions for model reduction over a finite-time horizon. In this paper we establish both gramian based optimality conditions on a finite horizon, and interpolation based conditions. We construct an algorithm, called FH-IRKA, which yields a reduced model that satisfies the established interpolation-based optimality conditions.

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