A Schur method for balanced-truncation model reduction

Abstract

It is shown that a not-necessarily-balanced state-space realization of the Moore reduced model can be computed directly without balancing via projections defined in terms of arbitrary bases for the left and right eigenspaces associated with the large eigenvalues of the product PQ of the reachability and controllability Grammians. Two specific methods for computing these bases are proposed, one based on the ordered Schur decomposition of PQ and the other based on the Cholesky factors of P and Q. The algorithms perform reliably even for nonminimal models.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>