Identification and data-driven model reduction of state-space representations of lossless and dissipative systems from noise-free data

摘要

We illustrate procedures to identify a state-space representation of a lossless or dissipative system from a given noise-free trajectory; important special cases are passive systems and bounded-real systems. Computing a rank-revealing factorization of a Gramian-like matrix constructed from the data, a state sequence can be obtained; the state-space equations are then computed by solving a system of linear equations. This idea is also applied to perform model reduction by obtaining a balanced realization directly from data and truncating it to obtain a reduced-order model.