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Авторизация |
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Поиск по указателям |
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Antoulas A.C. — Approximation of Large-Scale Dynamical Systems |
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Предметный указатель |
spaces 125
-norm 126
-norms 125
-norm 126
spaces, inner product 127
spaces, time domain 126
spaces 124
-norms 124
, is this norm induced? 144
-norm 126
-norm and EVD 144
-norm and gramians 144
-norm of system 144
-norm, discrete-time systems 146
spaces 126
-norms 125
-norm 126
-norm bisection algorithm 133
-norm of convolution operator 132
spaces, inner product 127
spaces, time domain 126
-norm of impulse response 144
spaces 124
spaces, frequency domain 126
-norms 124
-norms, frequency domain 126
AAK (Adamjan — Arov — Krein) theorem 252
Algorithms, approximate balancing algorithm 375
Algorithms, approximate balancing algorithm, MIMO case 377
Algorithms, case studies 389
Algorithms, case studies, aluminum plate 410
Algorithms, case studies, building model 392
Algorithms, case studies, Butterworth filter 398
Algorithms, case studies, CD player 394
Algorithms, case studies, CD player-Smith algorithms 406
Algorithms, case studies, clamped beam model 396
Algorithms, case studies, heat diffusion model 394
Algorithms, case studies, heat distribution n = 20,736 410
Algorithms, case studies, image approximation 389
Algorithms, case studies, ISS stage 12A 403
Algorithms, case studies, ISS stage 1R 400
Algorithms, case studies, system of order n = 1000 408
Algorithms, complexity of 415
Algorithms, Lanczos and Arnoldi 334
Algorithms, parallelization 4
Algorithms, polynomial time 4
Algorithms, randomized 4
Algorithms, Smith methods 380 381
Algorithms, Smith methods, ADI iteration 381
Algorithms, Smith methods, cyclic Smith(l) 382
Algorithms, Smith methods, low rank ADI and cyclic Smith 382
Algorithms, Smith methods, modified low rank Smith(l) 384
Algorithms, Smith methods, trapezoidal rule, and 387
Algorithms, software 415
Alternating direction implicit (ADI) 380
Approximation by balanced truncation 207
Approximation by balanced truncation, error norm 218
Approximation by balanced truncation, additive error bound 213 215
Approximation by balanced truncation, bounded real balancing 231
Approximation by balanced truncation, canonical form 224
Approximation by balanced truncation, continuous-time 213
Approximation by balanced truncation, continuous/discrete systems 211
Approximation by balanced truncation, discrete-time 215
Approximation by balanced truncation, four algorithms 220
Approximation by balanced truncation, frequency weighted balancing 235 237
Approximation by balanced truncation, frequency weighted balancing (gramians) 236 239
Approximation by balanced truncation, Lyapunov balancing 229
Approximation by balanced truncation, positive real balancing 232
Approximation by balanced truncation, positive real balancing, error bound 234
Approximation by balanced truncation, proof of error bound 216
Approximation by balanced truncation, stochastic balancing 229
Approximation by balanced truncation, stochastic balancing, multiplicative error bound 230
Approximation by balanced truncation, time-limited balancing 241
Approximation by balanced truncation, types of balancing 228
Approximation by balanced truncation, unstable systems 242
Approximation by balanced truncation, weighted balancing and Krylov 366
Approximation by Hankel-norm approximation 249
Approximation, algorithms, complexity of 415
Approximation, algorithms, software 415
Approximation, Arnoldi and moment matching 348
Approximation, Arnoldi and moment matching, Hessenberg form 349
Approximation, case studies 389
Approximation, eigenvalues of gramians, decay rate bound 293
Approximation, eigenvalues of gramians, decay rate estimate 291
Approximation, exercises 421
Approximation, Hankel singular values, Cauchy kernel 288
Approximation, Hankel singular values, Cauchy matrices 287
Approximation, Hankel singular values, decay rate 285 294
Approximation, Hankel singular values, decay rate, numerical examples 298
Approximation, Hankel-norm approximation, AAK theorem 252
Approximation, Hankel-norm approximation, all suboptimal solutions 259
Approximation, Hankel-norm approximation, construction of approximants 254
Approximation, Hankel-norm approximation, error bounds 262
Approximation, Hankel-norm approximation, input-output construction of approximants 254
Approximation, Hankel-norm approximation, main ingredients 250
Approximation, Hankel-norm approximation, main result 252
Approximation, Hankel-norm approximation, polynomial approach 267
Approximation, Hankel-norm approximation, unitary dilation 256
Approximation, Hankel-norm approximation, unitary dilation, optimal case 258
Approximation, Hankel-norm approximation, unitary dilation, suboptimal case 258
Approximation, Krylov methods 343
Approximation, Krylov methods, generality of rational Krylov 357
Approximation, Krylov methods, preservation of passivity 358
Approximation, Krylov methods, properties 350
Approximation, Lanczos and moment matching 346
Approximation, Lanczos and moment matching, error 349
Approximation, Lanczos and moment matching, tridiagonal form 347
Approximation, methods 10
Approximation, modal approximation 282
Approximation, moment matching 346
Approximation, moments of a function 345
Approximation, open problems 416
Approximation, projection, by 8
Approximation, projectors, summary 413
Approximation, proper orthogonal decomposition (POD) 277
Approximation, proper orthogonal decomposition (POD), adjoint system 281
Approximation, proper orthogonal decomposition (POD), empirical eigenfunctions 278
Approximation, proper orthogonal decomposition (POD), Galerkin projection 279
Approximation, proper orthogonal decomposition (POD), Petrov — Galerkin projection 279
Approximation, proper orthogonal decomposition (POD), POD and balancing 279
Approximation, proper orthogonal decomposition (POD), snapshots 278 279 281
Approximation, special topics 277
Approximation, SVD-Krylov methods 365
Approximation, SVD-Krylov methods, approximation balancing algorithm 375 377
Approximation, SVD-Krylov methods, cross gramian 373
Approximation, SVD-Krylov methods, iterative approximation balanced reduction 371
Approximation, SVD-Krylov methods, iterative methods 371
Approximation, SVD-Krylov methods, Krylov and Sylvester equations 366
Approximation, SVD-Krylov methods, least squares approximation 368 370
Approximation, SVD-Krylov methods, Smith methods 380
Approximation, SVD-Krylov methods, weighted balancing and Krylov 366
Approximation, truncation and residualization 285
Arnoldi and FOM, CG, GMRES, MINRES 331
Arnoldi method, algorithm 334
Arnoldi method, alternative way of looking at 331
Arnoldi method, eigenvalue estimation 328
Arnoldi method, eigenvalue estimation, fundamental lemma 331
Arnoldi method, implicitly restarted Arnoldi 336
Arnoldi method, implicitly restarted Arnoldi, convergence 337
Arnoldi method, moment matching 348
Arnoldi method, moment matching, Hessenberg form 349
Arnoldi method, rational Arnoldi 336
Banach space 123
Behavioral framework 62
Bilinear transformation discrete continuous systems 87
Bisection algorithm for induced 2- or -norm 133
Bounded real lemma 169
Bounded-input, bounded-output (BIBO) 151
case studies 389
Case studies, aluminum plate 410
| Case studies, building model 392
Case studies, Butterworth filter 398
Case studies, CD player 394
Case studies, CD player, Smith algorithms 406
Case studies, clamped beam model 396
Case studies, heat diffusion model 394
Case studies, heat distribution n = 20,736 410
Case studies, image approximation 389
Case studies, ISS stage 12A 403
Case studies, ISS stage 1R 400
Case studies, system of order n = 1000 408
Cauchy kernel 288
Cauchy matrices 287
Cholesky decomposition 28
Cholesky decomposition, factors 411
Cholesky ordering 290
Circulant Toeplitz matrix 129
Condition number 42
Condition number, eigenvalues 44
Condition number, eigenvectors 44
Condition number, EVD and SVD 43
Condition number, linear system of equations 43
Condition number, matrix-vector product 43
Conjugate Gradient (CG) 331
Continued fraction decomposition 114
Controllability 73
Controllability, distance to 74
Convolution 59
Convolution operator 128
Convolution operator, -norm 132
Convolution operator, 2-induced norm 132
Convolution operator, 2-induced or -norm Hamiltonian 133
Convolution operator, adjoint of 131
Convolution operator, convolution sum 60
Convolution operator, resolvent 128
Convolution operator, singular values 128
Convolution operator, singular values (continuous-time) 130
Convolution operator, singular values MIMO systems 130
Convolution operator, spectrum 128
Convolution operator, spectrum (continuous-time) 130
Convolution operator, spectrum, MIMO systems 130
Convolution, periodic (discrete-time) 128
Convolution, sum (discrete-sum) 60
Cross gramian 85
Cross gramian, approximate balanced reduction 373
Cross gramian, approximate balancing algorithm 375
Cross gramian, approximate balancing algorithm, MIMO case 377
Cross gramian, eigenvalues of Hankel operator 137
Decay rates of Hankel singular values 285 294
Decay rates of Hankel singular values, Cauchy kernel 288
Decay rates of Hankel singular values, Cauchy matrices 287
Decay rates of Hankel singular values, Cholesky ordering 290
Decay rates of Hankel singular values, multiplicative majorization 294
Decay rates of Hankel singular values, numerical examples 298
Decompositions rank additive 52
Derivative operator 59
Detectability 77
Dissipative systems 159
Dissipative systems, available storage 159
Dissipative systems, bounded real lemma 169
Dissipative systems, dissipation inequality 159
Dissipative systems, linear system, quadratic supply 160
Dissipative systems, LMI 161
Dissipative systems, positive real lemma 163
Dissipative systems, required supply 159
Dissipative systems, Riccati equation 161
Dissipative systems, storage and Lyapunov functions 159
Dissipative systems, storage function 159
Dissipative systems, supply function 159
Distance to singularity 50
Distance to unobservability 78
Distance to unreachability 74
Duality of linear systems 76
Dynamical systems 63
Eigenvalue computations 313
Eigenvalue computations, basic Krylov iteration 313
Eigenvalue decomposition (EVD) 36 314
Eigenvalue decomposition (EVD), Bauer — Fike result 316
Eigenvalue decomposition (EVD), characteristic polynomial 315
Eigenvalue decomposition (EVD), condition numbers 315
Eigenvalue decomposition (EVD), eigenvalue estimation, Arnoldi method 328
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods 320
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods, inverse vector iteration 322
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods, Rayleigh quotient 323
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods, Rayleigh — Ritz procedure 321
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods, subspace iteration 323
Eigenvalue decomposition (EVD), eigenvalue estimation, iterative methods, vector iteration 322
Eigenvalue decomposition (EVD), eigenvalue estimation, Krylov methods 324
Eigenvalue decomposition (EVD), eigenvalue estimation, Lanczos method 325
Eigenvalue decomposition (EVD), eigenvalues, algebraic/geometric multiplicity 315
Eigenvalue decomposition (EVD), eigenvalues, condition number 318
Eigenvalue decomposition (EVD), eigenvalues/eigenvectors 314
Eigenvalue decomposition (EVD), Jordan blocks 315
Eigenvalue decomposition (EVD), perturbation of eigenvalues/eigenvectors 317
Eigenvalue decomposition (EVD), pseudospectra 318
Eigenvalue estimation, iterative methods 320
Eigenvalue estimation, iterative methods, Arnoldi method 328
Eigenvalue estimation, iterative methods, inverse vector iteration 322
Eigenvalue estimation, iterative methods, Krylov methods 324
Eigenvalue estimation, iterative methods, Lanczos method 325
Eigenvalue estimation, iterative methods, Rayleigh quotient 323
Eigenvalue estimation, iterative methods, Rayleigh — Ritz procedure 321
Eigenvalue estimation, iterative methods, subspace iteration 323
Eigenvalue estimation, iterative methods, vector iteration 322
exercises 421
External description 59
External description, Markov parameters 66
Feedback interpretation, recursive interpolation 114
Finite gramian 79
Floating point arithmetic 44
Floating point arithmetic, ANSI/IEEE arithmetic 45
Fourier transform 127
Fourier transform, Parseval, Plancherel, Paley — Wiener relationships 127
Full Orthogonalization Method (FOM) 331
Galerkin projection 277 279—281
Generalized minimal residual method (GMRES) 331
Generalized observability matrix 102
Generalized reachability matrix 102
Gramians for weighted systems 236
Gramians, Cholesky ordering 290
Gramians, closed-loop gramians 241
Gramians, cross 85
Gramians, cross, approximate balanced reduction 373
Gramians, cross, approximate balancing algorithm 375
Gramians, cross, approximate balancing algorithm (MIMO case) 377
Gramians, cross, eigenvalues of Hankel operator 137
Gramians, decay rate bound of eigenvalues 293
Gramians, decay rate estimate of eigenvalues 291
Gramians, frequency weighted without weights 239
Gramians, Hankel singular values (continuous-time) 139
Gramians, Hankel singular values (discrete-time) 138
Gramians, infinite 78
Gramians, infinite, in frequency 80
Gramians, time-limited gramians 241
Hamiltonian for 2-induced or -norm 133
Hamiltonian for passive model reduction 359
Hankel matrix 90
Hankel matrix, factorization 91
Hankel matrix, Hankel operator and 136
Hankel matrix, partially defined 98
Hankel operator, continuous-time 135
Hankel operator, discrete-time 135
Hankel operator, eigenvalues of 137
Hankel operator, eigenvalues of, cross gramian 137
Hankel operator, Hankel matrix and 136
Hankel operator, Hilbert — Schmidt norm 141
Hankel operator, norm 135
Hankel operator, singular values 138
Hankel operator, singular values, continuous-time 139
Hankel operator, singular values, discrete-time case 138
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