Reduction through balanced realization truncation – National Instruments NI MATRIXx Xmath User Manual

Page 27

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Chapter 2

Additive Error Reduction

Xmath Model Reduction Module

2-4

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proper. So, even if all zeros are unstable, the maximum phase shift when

ω

moves from 0 to

∞ is (2n – 3)π/2. It follows that if G(jω) remains large in

magnitude at frequencies when the phase shift has moved past (2n – 3)

π/2,

approximation of G by G

r

will necessarily be poor. Put another way, good

approximation may depend somehow on removing roughly cancelling
pole-zeros pairs; when there are no left half plane zeros, there can be no
rough cancellation, and so approximation is unsatisfactory.

As a working rule of thumb, if there are p right half plane zeros in the
passband of a strictly proper G(s), reduction to a G

r

(s) of order less than

p + 1 is likely to involve substantial errors. For non-strictly proper G(s),
having p right half plane zeros means that reduction to a G

r

(s) of order less

than p is likely to involve substantial errors.

An all-pass function exemplifies the problem: there are n stable poles and
n unstable zeros. Since all singular values are 1, the error bound formula
indicates for a reduction to order n – 1 (when it is not just a bound, but
exact) a maximum error of 2.

Another situation where poor approximation can arise is when a highly
oscillatory system is to be replaced by a system with a real pole.

Reduction Through Balanced Realization Truncation

This section briefly describes functions that

reduce( )

,

balance( )

,

and

truncate( )

to achieve reduction.

balmoore( )

Computes an internally balanced realization of a

system and optionally truncates the realization to form an
approximation.

balance( )

Computes an internally balanced realization of a

system.

truncate( )

This function truncates a system. It allows

examination of a sequence of different reduced order models formed
from the one balanced realization.

redschur( )

These functions in theory function almost the same

as the two features of

balmoore( )

. That is, they produce a

state-variable realization of a reduced order model, such that the
transfer function matrix of the model could have resulted by truncating
a balanced realization of the original full order transfer function
matrix. However, the initially given realization of the original transfer
function matrix is never actually balanced, which can be a numerically
hazardous step. Moreover, the state-variable realization of the reduced

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