Proper orthogonal decomposition for optimality systems

摘要

Proper orthogonal decomposition (POD) is a powerful technique for model reduction of non-linear systems. It is based on a Galerkin type discretization with basis elements created from discretization the dynamical system itself. In the context of optimal control this approach may suffer from the fact that the basis elements are computed from a reference trajectory containing features which are quite different from those of the optimally controlled trajectory. A method is proposed which avoids this problem of unmodelled dynamics in the proper orthogonal decomposition approach to optimal control. It is referred to as optimality system proper orthogonal decomposition (OS-POD).