H2 model order reduction of bilinear systems via linear matrix inequality approach

Abstract

Abstract This paper proposes an H2‐optimal model order reduction (MOR) method for bilinear systems based on the linear matrix inequality (LMI) approach. In this method, to reduce the computational complexity, at first, a reduced middle‐order approximation of the system is derived based on common bilinear MOR methods. Next, the H2 norm of the error system is minimized to obtain the reduced‐order bilinear model. Generalized Lyapunov equations are added to the optimization problem as LMI constraints to guarantee the specification of type II Gramians of the bilinear system to improve accuracy. Besides, two stability conditions are included to the optimization problem as its constraints to preserve stability of reduced‐order bilinear model. One of advantages of the proposed method is the need for only one of the Gramians of controllability or observability. Since the proposed H2‐optimal MOR problem is a polynomial matrix inequality (PMI) problem, an iterative method is used to convert the PMI to the LMI problems and solve the optimization problem. Three bilinear test systems are considered to show the proposed method's efficiency, while its performance is compared with some classical methods. Results show that the proposed methods lead to a more accurate reduced‐order model than other MOR methods.

Keywords

• bilinear system
• generalized Lyapunov equations
• linear matrix inequality
• model order reduction