Impulse response error, Impulse response error -22 – National Instruments NI MATRIXx Xmath User Manual

Page 45

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Chapter 2

Additive Error Reduction

Xmath Model Reduction Module

2-22

ni.com

We use sysZ to denote G(z) and define:

bilinsys=makepoly([-1,a]/makepoly([1,a])

as the mapping from the z-domain to the s-domain. The specification is
reversed because this function uses backward polynomial rotation. Hankel
norm reduction is then applied to H(s), to generate, a stable reduced order
approximation H

r

(s) and unstable H

u

(s) such that:

Here, the s

ni

are the Hankel singular values of both G(z) and H(s); they are

the same:

We then implement the s-domain equivalent with:

sysS=subsys(sysZ,bilinsys)

There is no simple rule for choosing

α; the choice α = 1 is probably as good

as any. The orders of G

r

and G

u

are the same as those of H

r

and H

u

,

respectively. The error formulas are as follows:

Impulse Response Error

If G

r

is determined by the first (single-pass) algorithm, the impulse

response error (for t > 0) between the impulse responses of G and G

r

can

be bounded. As shown in Corollary 9.9 of [Glo84], if G

r

is of degree i – 1

and the multiplicity of the ith larger singular value

σ

i

of G is r, then:

H H

r

H

u

σ

i

=

H H

r

σ

i

σ

n

i

1

+

...

σ

ns

+

+

+

=

G

r

z

( )

H

r

α

z 1

z 1

+

-----------

=

G

u

z

( )

H

u

α

z 1

z 1

+

-----------

=

G e

j

ω

(

) G

r

e

j

ω

(

)

G

u

e

j

ω

(

)

σ

n

i

=

G e

j

ω

(

) G

r

e

j

ω

(

)

σ

n

i

σ

n

i

1

+

...

σ

ns

+

+

σ

j

G G

r

[

] σ

i

G for j

1 2 ... 2i 2 r

+

, , ,

=

σ

j i

1

+

G

( ) for j

2i 1

r ...,ns i 1

+

,

+

=

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