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求解大规模线性时不变系统的最优H2模型降阶问题的共轭梯度法
引用本文:曾泰山,鲁春元,陈剑.求解大规模线性时不变系统的最优H2模型降阶问题的共轭梯度法[J].中山大学学报(自然科学版),2011,50(2).
作者姓名:曾泰山  鲁春元  陈剑
作者单位:1. 中山大学数学与计算科学学院,广东广州,510275
2. 广东药学院医药信息工程学院,广东广州,510006
3. 佛山科学技术学院数学系,广东佛山,528000
基金项目:国家自然科学基金资助项目,中山大学985项目专项基金
摘    要: 针对最优H2模型降阶问题,提出了适合大规模多输入多输出系统的共轭梯度法。该方法仅需利用一阶导数信息,存储量少,计算复杂度低,且具有超线性收敛性。实验结果显示了算法的有效性。

关 键 词:模型降阶  共轭梯度法  Grassmann流形  线性时+不变系统
收稿时间:2010-04-30;

A Conjugated Gradient Algorithm for Optimal H2 Model Reduction of Large Scale Dynamical Systems
ZENG Taishan,LU Chunyuan,CHEN Jian.A Conjugated Gradient Algorithm for Optimal H2 Model Reduction of Large Scale Dynamical Systems[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,2011,50(2).
Authors:ZENG Taishan  LU Chunyuan  CHEN Jian
Institution:(1School of Mathematics and Computational Science, Sun Yat sen University, Guangzhou 510275, China;2College of Medical Information Engineering, Guangdong Pharmaceutical University, Guangzhou 510006,China;3Department of Mathematics, Foshan University, Foshan 528000,China)
Abstract:A conjugated gradient algorithm with super linear convergence which is suitable for the optimal H2 model reduction of the multi input multi-output large scale dynamical systems is proposed. The proposed algorithm computes only first-order derivative of the cost function. It has low storage requirement and computational cost. Numerical example demonstrates the approximation accuracy and computational efficiency.
Keywords:model reduction  conjugated gradient method  Grassmann manifold  linear time invariant system
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